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20072018
most citedCharacterizing arbitrarily slow convergence in the method of alternating projections

2 citations · 3 across the 4 of their papers we have counts for

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q-fin.MF2018

Constant Proportion Debt Obligations, Zeno's Paradox, and the Spectacular Financial Crisis of 2008

Donald Richards, Hein Hundal

We study a coin-tossing model used by a ratings agency to justify the sale of constant proportion debt obligations (CPDOs), and prove that it was impossible for CPDOs to achieve in…