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Operations Research and Financial Engineering

Publication DateArticle TitleAuthor(s)
2012Transelliptical component analysisHan, F; Liu, H
2012Processes of Class Sigma, Last Passage Times, and DrawdownsCheridito, Patrick; Nikeghbali, Ashkan; Platen, Eckhard
11-Oct-2011Advancing technology for starlight suppression via an external occulterKasdin, NJ; Spergel, DN; Vanderbei, Robert J.; Lisman, D; Shaklan, S; et al
Oct-2011Neyman-Pearson classification, convexity and stochastic constraintsRigollet, Philippe; Tong, Xin
15-Sep-2011Optical verification of occulter-based high contrast imagingSirbu, D; Cady, EJ; Kasdin, NJ; Vanderbei, Robert J.; Lu, J; et al
Aug-2011On the minimal penalty for Markov order estimationvan Handel, Ramon
Feb-2011Consistency of the maximum likelihood estimator for general hidden Markov modelsDouc, Randal; Moulines, Eric; Olsson, Jimmy; van Handel, Ramon
2011Optimal pupil apodizations of arbitrary apertures for high-contrast imagingCarlotti, A; Vanderbei, Robert; Kasdin, N Jeremy
2011Composition of time-consistent dynamic monetary risk measures in discrete timeCHERIDITO, PATRICK; KUPPER, MICHAEL
-Optimal pupil apodizations for arbitrary apertures.Carlotti, A; Vanderbei, Robert J.; Kasdin, NJ
-The Borell–Ehrhard gamevan Handel, Ramon
-A Supermartingale Relation for Multivariate Risk MeasuresFeinstein, Zachary; Rudloff, Birgit