Finite dimensional projection constants
H. König, D. Lewis, P.-K. Lin (1983)
Studia Mathematica
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H. König, D. Lewis, P.-K. Lin (1983)
Studia Mathematica
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J.-P. Eckmann, H. Epstein, C. E. Wayne (1993)
Annales de l'I.H.P. Physique théorique
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Jerzy Sawa (1985)
Studia Mathematica
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Claudio Albanese, Luis Seco (2001)
Revista Matemática Iberoamericana
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Value at Risk is a measure of risk exposure of a portfolio and is defined as the maximum possible loss in a certain time frame, typically 1-20 days, and within a certain confidence, typically 95%. Full valuation of a portfolio under a large number of scenarios is a lengthy process. To speed it up, one can make use of the total delta vector and the total gamma matrix of a portfolio and compute a Gaussian integral over a region bounded by a quadric. We use methods from harmonic analysis...
Ioan Serb (2001)
Collectanea Mathematica
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Variants of Khintchine's inequality with coefficients depending on the vector dimension are proved. Equality is attained for different types of extremal vectors. The Schur convexity of certain attached functions and direct estimates in terms of the Haagerup type of functions are also used.
Z. Ciesielski (1963)
Studia Mathematica
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Annamaria Montanari, Daniele Morbidelli (2004)
Annales de l’institut Fourier
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We provide a structure theorem for Carnot-Carathéodory balls defined by a family of Lipschitz continuous vector fields. From this result a proof of Poincaré inequality follows.
Uffe Haagerup (1981)
Studia Mathematica
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