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This paper derives, in closed forms, upper and lower bounds on risk-neutral cumulative distribution functions of the underlying asset price from the observed prices of European call options, based only on the no-arbitrage assumption. The computed bounds from the option price data show that the...
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We propose exact algorithms for the two-dimensional strip packing problem (2SP) with and without 90 rotations. We first focus on the perfect packing problem (PP), which is a special case of 2SP, wherein all given rectangles are required to be packed without wasted space, and design...
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Corrugated paper is produced by gluing three types of papers of the same breadth. Given a set of orders, we first assign each order to one of the standard breadths, and then sequence those assigned to each standard breadth so that they are continuously manufactured from the three rolls of the...
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