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Minimizing CVaR and VaR for a portfolio of derivatives

Journal of banking & finance, 2006-02, Vol.30 (2), p.583-605

2006

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Regionally compartmentalized resident memory T cells mediate naturally acquired protection against pneumococcal pneumonia

Mucosal immunology, 2018-01, Vol.11 (1), p.220-235

2018

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Acquisition of Expression of the Pseudomonas aeruginosa ExoU Cytotoxin Leads to Increased Bacterial Virulence in a Murine Model of Acute Pneumonia and Systemic Spread

Infection and Immunity, 2000-07, Vol.68 (7), p.3998-4004

2000

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Transgenic Cystic Fibrosis Mice Exhibit Reduced Early Clearance of Pseudomonas aeruginosa from the Respiratory Tract

The Journal of immunology (1950), 2001-06, Vol.166 (12), p.7410-7418

2001

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Calibration and hedging under jump diffusion

Review of derivatives research, 2006-01, Vol.9 (1), p.1-35

2006

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An object-oriented framework for valuing shout options on high-performance computer architectures

Journal of economic dynamics & control, 2003-04, Vol.27 (6), p.1133-1161

2003

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Hypersusceptibility of Cystic Fibrosis Mice to Chronic Pseudomonas aeruginosa Oropharyngeal Colonization and Lung Infection

Proceedings of the National Academy of Sciences - PNAS, 2003-02, Vol.100 (4), p.1949-1954

2003

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Construction and Characterization of a Pseudomonas aeruginosa Mucoid Exopolysaccharide-Alginate Conjugate Vaccine

Infection and Immunity, 2003-07, Vol.71 (7), p.3875-3884

2003

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Protection against Fatal Pseudomonas aeruginosa Pneumonia in Mice after Nasal Immunization with a Live, Attenuated aroA Deletion Mutant

Infection and Immunity, 2003-03, Vol.71 (3), p.1453-1461

2003

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Hedging guarantees in variable annuities under both equity and interest rate risks

Insurance, mathematics & economics, 2006-04, Vol.38 (2), p.215-228

2006

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The galU Gene of Pseudomonas aeruginosa Is Required for Corneal Infection and Efficient Systemic Spread following Pneumonia but Not for Infection Confined to the Lung

Infection and Immunity, 2004-07, Vol.72 (7), p.4224-4232

2004

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Construction and Characterization of a Live, Attenuated aroA Deletion Mutant of Pseudomonas aeruginosa as a Candidate Intranasal Vaccine

Infection and Immunity, 2002-03, Vol.70 (3), p.1507-1517

2002

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The efficient computation of sparse Jacobian matrices using automatic differentiation

SIAM journal on scientific computing, 1998-07, Vol.19 (4), p.1210-1233

1998

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A direct active set algorithm for large sparse quadratic programs with simple bounds

Mathematical programming, 1989-12, Vol.45 (3), p.373-406

1989

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C93 IMMUNE REGULATION OF INFECTION: BUILT IN PROTECTION: Resolution Of Respiratory Pneumococcal Infection Seeds The Local Lung Tissue With Cd4+ Trm Cells That Prevent Future Pneumonias

American journal of respiratory and critical care medicine, 2016-01, Vol.193, p.1

2016

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C21 CONFLICT OR PEACEFUL CO-EXISTENCE? THE BACTERIAL LUNG MICROBIOME AND HOST IMMUNITY: Respiratory Infections With Pneumococci Establish Multi-Pronged Heterotypic Immunity That Protects Against Pneumonia

American journal of respiratory and critical care medicine, 2015-01, Vol.191, p.1

2015

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A chordal preconditioner for large-scale optimization

Mathematical programming, 1988-01, Vol.40 (3), p.265-287

COLEMAN, T. F

1988

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C22 AIRWAY REPAIR AND RESOLUTION MECHANISMS: Respiratory Exposures To Pneumococcus Confer Th17 Memory And Heterotypic Lung Protection

American journal of respiratory and critical care medicine, 2014-01, Vol.189, p.1

2014

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An interior Newton method for quadratic programming

Mathematical programming, 1999-08, Vol.85 (3), p.491-523

1999

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B47 HOST PATHOGEN INTERACTIONS II: Macrophage Necroptosis And Pneumonia Caused By Virulent Pneumococcus

American journal of respiratory and critical care medicine, 2015-01, Vol.191, p.1

2015

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On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds

Mathematical programming, 1994-10, Vol.67 (2), p.189-224

1994

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C16 IMMUNITY PATHWAYS IN THE LUNG: Alveolar Macrophage Nf-[kappa]b-Driven Lung Defense Is Circumvented By Virulent Pneumococci

American journal of respiratory and critical care medicine, 2014-01, Vol.189, p.1

2014

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A Subspace, Interior, and Conjugate Gradient Method for Large-Scale Bound-Constrained Minimization Problems

SIAM journal on scientific computing, 1999, Vol.21 (1), p.1-23

1999

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The efficient computation of structured gradients using automatic differentiation

SIAM journal on scientific computing, 1999-01, Vol.20 (4), p.1430-1437

1999

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An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds

SIAM journal on optimization, 1996-05, Vol.6 (2), p.418-445

1996

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Minimizing CVaR and VaR for a portfolio of derivatives

Regionally compartmentalized resident memory T cells mediate naturally acquired protection against pneumococcal pneumonia

Acquisition of Expression of the Pseudomonas aeruginosa ExoU Cytotoxin Leads to Increased Bacterial Virulence in a Murine Model of Acute Pneumonia and Systemic Spread

Transgenic Cystic Fibrosis Mice Exhibit Reduced Early Clearance of Pseudomonas aeruginosa from the Respiratory Tract

Calibration and hedging under jump diffusion

An object-oriented framework for valuing shout options on high-performance computer architectures

Hypersusceptibility of Cystic Fibrosis Mice to Chronic Pseudomonas aeruginosa Oropharyngeal Colonization and Lung Infection

Construction and Characterization of a Pseudomonas aeruginosa Mucoid Exopolysaccharide-Alginate Conjugate Vaccine

Protection against Fatal Pseudomonas aeruginosa Pneumonia in Mice after Nasal Immunization with a Live, Attenuated aroA Deletion Mutant

Hedging guarantees in variable annuities under both equity and interest rate risks

The galU Gene of Pseudomonas aeruginosa Is Required for Corneal Infection and Efficient Systemic Spread following Pneumonia but Not for Infection Confined to the Lung

Construction and Characterization of a Live, Attenuated aroA Deletion Mutant of Pseudomonas aeruginosa as a Candidate Intranasal Vaccine

The efficient computation of sparse Jacobian matrices using automatic differentiation

A direct active set algorithm for large sparse quadratic programs with simple bounds

C93 IMMUNE REGULATION OF INFECTION: BUILT IN PROTECTION: Resolution Of Respiratory Pneumococcal Infection Seeds The Local Lung Tissue With Cd4+ Trm Cells That Prevent Future Pneumonias

C21 CONFLICT OR PEACEFUL CO-EXISTENCE? THE BACTERIAL LUNG MICROBIOME AND HOST IMMUNITY: Respiratory Infections With Pneumococci Establish Multi-Pronged Heterotypic Immunity That Protects Against Pneumonia

A chordal preconditioner for large-scale optimization

C22 AIRWAY REPAIR AND RESOLUTION MECHANISMS: Respiratory Exposures To Pneumococcus Confer Th17 Memory And Heterotypic Lung Protection

An interior Newton method for quadratic programming

B47 HOST PATHOGEN INTERACTIONS II: Macrophage Necroptosis And Pneumonia Caused By Virulent Pneumococcus

On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds

C16 IMMUNITY PATHWAYS IN THE LUNG: Alveolar Macrophage Nf-[kappa]b-Driven Lung Defense Is Circumvented By Virulent Pneumococci

A Subspace, Interior, and Conjugate Gradient Method for Large-Scale Bound-Constrained Minimization Problems

The efficient computation of structured gradients using automatic differentiation

An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds

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