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Trade-off Lower Bounds for Stack Machines
stack communication complexity lower bound space bound reversals streaming
2012/11/30
Abstract—A space bounded Stack Machine is a regular Turing Machine with a read-only input tape, several space bounded read-write work tapes, and an unbounded stack. Stack Machines with a logarithmic s...
Upper and lower bounds on dynamic risk indifference prices in incomplete markets
Backward stochastic differential equations Dynamic convex risk measures Incomplete markets Indifference pricing
2010/11/2
In the context of an incomplete market with a Brownian filtration and a fixed finite time horizon T , this paper proves that for general dynamic convex risk measures, the buyer’s (pbuyer t ) and selle...