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Browsing by Author Coleman, Thomas F.
Showing results 7 to 26 of 64
| Preview | Issue Date | Title | Author(s) | | 22-Jan-2003 | Discrete Hedging Under Piecewise Linear Risk Management | Coleman, Thomas F.; Li, Yuying; Patron, Maria-Cristina |
| 23-Jan-2003 | Dynamic Hedging in a Volatile Market | Coleman, Thomas F.; Kim, Yohan; Li, Yuying; Verma, Arun |
| 23-Jan-2003 | Dynamic Hedging with a Deterministic Local Volatility Function Model | Coleman, Thomas F.; Kim, Yohan; Li, Yuying; Verma, Arun |
| 23-Jan-2003 | Dynamic Hedging With a Deterministic Local Volatility Function Model | Coleman, Thomas F.; Kim, Y.; Li, Y.; Verma, A. |
| 23-Jan-2003 | Efficient Calculation of Jacobian and Adjoint Vector Products in Wave Propagational Inverse Problems Using Automatic Differentiation | Coleman, Thomas F.; Santosa, Fadil; Verma, Arun |
| 22-Jan-2003 | Efficient Calculation of Jacobian and Adjoint Vector Products in Wave Propagational Inverse Problems Using Automatic Differentiation | Coleman, Thomas F.; Santosa, Fadil; Verma, Arun |
| Nov-1995 | The efficient computation of sparse Jacobian matrices using automaticdifferentiation | Coleman, Thomas F.; Verma, Arun |
| Dec-1995 | The Efficient Computation of Sparse Jacobian Matrices Using Automatic Differentiation | Coleman, Thomas F.; Verma, Arun |
| 11-Nov-2003 | An efficient trust region method for unconstrained discrete-time optimal control problems | Coleman, Thomas F.; Liao, Aiping |
| Jul-1993 | An Efficient Trust Region Method for Unconstrained Discrete-Time Optimal Control Problems | Coleman, Thomas F.; Liao, Aiping |
| Dec-1982 | Estimation of Sparse Hessian Matrices and Graph Coloring Problems | Coleman, Thomas F.; More, Jorge J. |
| Oct-1997 | An Exterior Newton Method for Convex Quadratic Programming | Coleman, Thomas F.; Liu, Jianguo |
| Jul-1989 | A Global and Quadratic Affine Scaling Method for Linear $L_{1}$ Problems. | Coleman, Thomas F.; Li, Yuying |
| Apr-1990 | A Global and Quadratically-Convergent Method for Linear $L_{\infty}$ Problems | Coleman, Thomas F.; Li, Yuying |
| Feb-1990 | A Globally and Superlinearly Convergent Algorithm for Convex Quadratic Programs with Simple Bounds | Coleman, Thomas F.; Hulbert, Laurie |
| 19-Jan-2003 | Hedging a Portfolio of derivatives by Modeling Cost | Boyle, Katharyn A.; Coleman, Thomas F.; Li, Yuying |
| 22-Jan-2003 | Hedging a Portfolio of Derivatives by Modeling Cost | Boyle, Katharyn A.; Coleman, Thomas F.; Li, Yuying |
| Oct-1993 | An Interior Newton Method for Quadratic Programming | Coleman, Thomas F.; Liu, Jianguo |
| May-1993 | An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds | Coleman, Thomas F.; Li, Yuying |
| Nov-1992 | Isotropic Effective Energy Simulated Annealing Searches for Low Energy Molecular Cluster States | Coleman, Thomas F.; Shalloway, David; Wu, Zhijun |
Showing results 7 to 26 of 64
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