Now showing items 1-8 of 8

    • Bilateral trade in discrete type spaces by linear and convex optimization with application to supply chain coordination 

      Pinar, M. C. (INSA Lyon, 2018)
      We consider the bilateral trade of an object between a seller and a buyer through an intermediary who aims to maximize his expected gains as in Myerson and Satterthwaite [1], in a Bayes-Nash equilibrium framework where the ...
    • Discrete-time pricing and optimal exercise of American perpetual warrants in the geometric random walk model 

      Vanderbei, R. J.; Pınar, M. Ç.; Bozkaya, E. B. (2013)
      An American option (or, warrant) is the right, but not the obligation, to purchase or sell an underlying equity at any time up to a predetermined expiration date for a predetermined amount. A perpetual American option ...
    • Duality for Ideals in the Grassmann Algebra 

      Dibag, I. (Elsevier, 1996-07-01)
      A duality is established between left and right ideals of a finite dimensional Grassmann algebra such that if under the duality a left ideal I and a right ideal J correspond then I is the left annihilator of J and J the ...
    • Harmonic Besov spaces on the ball 

      Gergün, S.; Kaptanoğlu, H. T.; Üreyen, A. E. (World Scientific Publishing, 2016)
      We initiate a detailed study of two-parameter Besov spaces on the unit ball of ℝn consisting of harmonic functions whose sufficiently high-order radial derivatives lie in harmonic Bergman spaces. We compute the reproducing ...
    • Measures of model uncertainty and calibrated option bounds 

      Pınar, M. Ç. (Taylor & Francis, 2009)
      Recently, Cont introduced a quantitative framework for measuring model uncertainty in the context of derivative pricing [Model uncertainty and its impact on the pricing of derivative instruments, Math. Finance, 16(3) (2006), ...
    • On semidefinite bounds for maximization of a non-convex quadratic objective over the ℓ1 unit ball 

      Pınar, M. Ç.; Teboulle, M. (E D P Sciences, 2006)
      We consider the non-convex quadratic maximization problem subject to the ℓ1 unit ball constraint. The nature of the l1 norm structure makes this problem extremely hard to analyze, and as a consequence, the same difficulties ...
    • Planar p-center problem with Tchebychev distance 

      Yılmaz, Dilek (Bilkent University, 1994)
      The p-center problem is a model for locating p facilities to serve clients so that the distance between a farthest client and its closest facility is minimized. Emergency service facilities such as fire stations, hospitals ...
    • Robust trading mechanisms over 0/1 polytopes 

      Pınar, M. Ç. (Springer New York LLC, 2018)
      The problem of designing a trade mechanism (for an indivisible good) between a seller and a buyer is studied in the setting of discrete valuations of both parties using tools of finite-dimensional optimization. A robust ...