Connections Between the Extreme Points for Vandermonde Determinants and Minimizing Risk Measure in Financial Mathematics
AK Muhumuza, K Lundengård, A Malyarenko… - … on Stochastic Processes …, 2019 - Springer
The extreme points of Vandermonde determinants when optimized on surfaces like spheres
and cubes have various applications in random matrix theory, electrostatics and financial …
and cubes have various applications in random matrix theory, electrostatics and financial …