papers
Publications (6)
math.DG2018
On Lagrangians with Reduced-Order Euler-Lagrange Equations
David Saunders
q-fin.RM2015
Improved Algorithms for Computing Worst Value-at-Risk: Numerical Challenges and the Adaptive Rearrangement Algorithm
Marius Hofert, Amir Memartoluie, David Saunders +1
cs.CV2012
A Co-Prime Blur Scheme for Data Security in Video Surveillance
Christopher Thorpe, Feng Li, Zijia Li +3
q-fin.PR2017
Valuation of a Bermudan DB underpin hybrid pension benefit
Xiaobai Zhu, Mary Hardy, David Saunders
math.PR2011
Existence and uniqueness of solutions to the inverse boundary crossing problem for diffusions
Xinfu Chen, Lan Cheng, John Chadam +1
q-fin.RM2015
Wrong-Way Bounds in Counterparty Credit Risk Management
Amir Memartoluie, David Saunders, Tony Wirjanto