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Publications by Mehdi Ghiyasvand

A Simple Approximation Algorithm for Computing Arrow-Debreu Prices

Operations Research
Management ScienceComputer Science ApplicationsOperations Research
2012English

Related publications

A Rational Convex Program for Linear Arrow-Debreu Markets

ACM Transactions on Economics and Computation
StatisticsProbabilityMarketingEconomicsComputer ScienceComputational MathematicsEconometrics
2016English

Information Aggregation in Arrow-Debreu Markets: An Experiment

2020English

A Simple Algorithm for Computing Projection Onto Intersection of Finite Level Sets

Journal of Inequalities and Applications
CombinatoricsApplied MathematicsAnalysisDiscrete Mathematics
2014English

A Simple Approximation for Normal Distribution Function

Mathematics and Statistics
UncertaintyEconomicsStatisticsEconometricsProbability
2018English

Approximation for Option Prices Under Uncertain Volatility

SIAM Journal on Financial Mathematics
Applied MathematicsNumerical AnalysisFinance
2014English

Intergenerational Risk Sharing in the Spirit of Arrow, Debreu, and Rawls, With Applications to Social Security Design

2001English

A Simple Randomised Algorithm for Convex Optimisation

Mathematical Programming, Series B
MathematicsSoftware
2013English

A Simple Algorithm for Averaging Spike Trains

Journal of Mathematical Neuroscience
Neuroscience
2013English

A Simple Encryption Algorithm

2017English

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