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Publication DateArticle TitleAuthor(s)
1-Jan-2013Martingale optimal transport and robust hedging in continuous timeDolinsky, Y; Soner, H Mete
1-Jan-2014Robust hedging with proportional transaction costsDolinsky, Y; Soner, H Mete
Feb-2013Discrete-Time Pricing and Optimal Exercise of American Perpetual Warrants in the Geometric Random Walk ModelVanderbei, Robert J.; Pınar, Mustafa Ç; Bozkaya, Efe B
-Optimal pupil apodizations for arbitrary apertures.Carlotti, A; Vanderbei, Robert J.; Kasdin, NJ
Mar-2012Fast Fourier optimizationVanderbei, Robert J.
1-Dec-2012Fully optimized shaped pupils: Preparation for a test at the Subaru telescopeCarlotti, A; Kasdin, NJ; Martinache, F; Vanderbei, Robert J.; Young, EJ, et al
5-Sep-2014CHARIS science: Performance simulations for the Subaru Telescope's third-generation of exoplanet imaging instrumentation.Brandt, TD; McElwain, MW; Janson, M; Knapp, GR; Mede, K, et al
Jan-2014A Regression Approach to Fairer GradingVanderbei, Robert J.; Scharf, Gordon; Marlow, Daniel
11-Oct-2011Advancing technology for starlight suppression via an external occulterKasdin, NJ; Spergel, DN; Vanderbei, Robert J.; Lisman, D; Shaklan, S, et al
1-Jan-2015Design of a laboratory testbed for external occulters at flight Fresnel numbersKim, Y; Galvin, M; Kasdin, NJ; Vanderbei, Robert J.; Ryu, D, et al