Matrix functions, such as the exponential, square root and cosine, play an indispensable role in various fields including quantum mechanics, control theory and numerical solution of differential ...

When the estimating function for a vector of parameters is not smooth, it is often rather difficult, if not impossible, to obtain a consistent estimator by solving the corresponding estimating ...

Cost functions provide an estimate of offshore decommissioning liability from which one can establish a fair market value for platform decommissioning in the Gulf of Mexico.

The (marginal) risk contribution is very useful for analyzing the concentration risk in a portfolio. However, it is difficult to estimate the risk contributions for value-at-risk (VaR) and expected ...