460 citations · 783 across the 30 of their papers we have counts for
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math.FA2012★ 6 cited
Inverses of symmetric, diagonally dominant positive matrices and applications
Christopher J. Hillar, Shaowei Lin, Andre Wibisono
We prove tight bounds for the -norm of the inverse of symmetric, diagonally dominant positive matrices. We also prove a new lower-bound form of Hadamard's inequality for th…
q-fin.CP2012
Minimax Option Pricing Meets Black-Scholes in the Limit
Jacob Abernethy, Rafael M. Frongillo, Andre Wibisono
Option contracts are a type of financial derivative that allow investors to hedge risk and speculate on the variation of an asset's future market price. In short, an option has a p…