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Subject
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Computational complexity 1 Copula functions 1 Derivat 1 Derivative 1 Implied distributions 1 Lamperti transforms 1 Monoids 1 Multivariate Verteilung 1 Multivariate distribution 1 Option pricing theory 1 Optionspreistheorie 1 Pseudo-addition 1 Statistical distribution 1 Statistische Verteilung 1 Volatility 1 Volatilität 1 groups 1 monoids 1 semigroups 1
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Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Aufsatz im Buch 1 Book section 1
Language
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English 1 Undetermined 1
Author
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Barrington, David Bix 1 Carr, Peter 1 Cherubini, Umberto 1 McKenzie, Pierre 1 Moore, Cristopher 1 Tesson, Pascal 1 ThŽrien, Denis 1
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Institution
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Santa Fe Institute 1
Published in...
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Peter Carr Gedenkschrift : research advances in mathematical finance 1 Working Papers / Santa Fe Institute 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Option pricing generators
Carr, Peter; Cherubini, Umberto - In: Peter Carr Gedenkschrift : research advances in …, (pp. 179-209). 2024
Persistent link: https://www.econbiz.de/10015446964
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Equation Satisfiability and Program Satisfiablity for Finite Monoids
Barrington, David Bix; McKenzie, Pierre; Moore, Cristopher - Santa Fe Institute - 2000
We study the computational complexity of solving equations and of determining the satisfiability of programs over a fixed finite monoid. We partially answer an open problem of [4] by exhibiting quasi-polynomial time algorithms for a sub-class of solvable non-nilpotent groups and relate this...
Persistent link: https://www.econbiz.de/10005790799
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