All Stories

  1. Superreplication of Financial Derivatives via Convex Programming

    Article • Management Science, March 2017, INFORMS

    Nabil Kahale

  2. MODEL-INDEPENDENT LOWER BOUND ON VARIANCE SWAPS

    Article • Mathematical Finance, December 2014, Wiley

    Nabil Kahale

  3. Super-Replication of Financial Derivatives Via Convex Programming

    Article • SSRN Electronic Journal, January 2012, Elsevier

    Nabil Kahale

  4. Model-Independent Lower Bound on Variance Swaps

    Article • SSRN Electronic Journal, January 2011, Elsevier

    Nabil Kahale

  5. SPARSE CALIBRATIONS OF CONTINGENT CLAIMS

    Article • Mathematical Finance, January 2010, Wiley

    Nabil Kahale

  6. Analytic crossing probabilities for certain barriers by Brownian motion

    Article • The Annals of Applied Probability, August 2008, Institute of Mathematical Statistics

    Nabil Kahale

  7. COMPUTING CALL ADMISSION CAPACITIES IN LINEAR NETWORKS

    Article • Probability in the Engineering and Informational Sciences, October 1999, Cambridge University Press

    Nabil Kahale

  8. Greedy Dynamic Routing on Arrays

    Article • Journal of Algorithms, November 1998, Elsevier

    Nabil Kahale

  9. Processor-Ring Communication: A Tight Asymptotic Bound on Packet Waiting Times

    Article • SIAM Journal on Computing, October 1998, Society for Industrial & Applied Mathematics (SIAM)

    Nabil Kahale

  10. Approximating the independence number via theϑ-function

    Article • Mathematical Programming, February 1998, Springer Science + Business Media

    Nabil Kahale

  11. A semidefinite bound for mixing rates of Markov chains

    Article • Random Structures and Algorithms, December 1997, Wiley

    Nabil Kahale

  12. Large Deviation Bounds for Markov Chains

    Article • Combinatorics Probability Computing, December 1997, Cambridge University Press

    Nabil Kahale

  13. A Spectral Technique for Coloring Random 3-Colorable Graphs

    Article • SIAM Journal on Computing, December 1997, Society for Industrial & Applied Mathematics (SIAM)

    Nabil Kahale

  14. Isoperimetric Inequalities and Eigenvalues

    Article • SIAM Journal on Discrete Mathematics, February 1997, Society for Industrial & Applied Mathematics (SIAM)

    Nabil Kahale

  15. Bounds on the chromatic polynomial and on the number of acyclic orientations of a graph

    Article • COMBINATORICA, September 1996, Springer Science + Business Media

    Nabil Kahale

  16. A semidefinite bound for mixing rates of Markov chains

    Article • January 1996, Springer Science + Business Media

    Nabil Kahale

  17. Eigenvalues and expansion of regular graphs

    Article • Journal of the ACM, September 1995, ACM (Association for Computing Machinery)

    Nabil Kahale

  18. Lower bounds for sorting networks

    Article • January 1995, ACM (Association for Computing Machinery)

    Nabil Kahale

  19. A spectral technique for coloring random 3-colorable graphs (preliminary version)

    Article • January 1994, ACM (Association for Computing Machinery)

    Nabil Kahale

  20. On the second eigenvalue and linear expansion of regular graphs

    Article • January 1992, Institute of Electrical & Electronics Engineers (IEEE)

    Nabil Kahale

  21. New modular properties of bell numbers

    Article • Journal of Combinatorial Theory Series A, September 1991, Elsevier

    Nabil Kahale

  22. Dynamic global packet routing in wireless networks

    Article • Institute of Electrical & Electronics Engineers (IEEE)

    Nabil Kahale

  23. Better expansion for Ramanujan graphs

    Article • Institute of Electrical & Electronics Engineers (IEEE)

    Nabil Kahale

  24. Fault diagnosis in a flash

    Article • Institute of Electrical & Electronics Engineers (IEEE)

    Nabil Kahale

  25. On the minimum distance of parallel and serially concatenated codes

    Article • Institute of Electrical & Electronics Engineers (IEEE)

    Nabil Kahale