Math notes to write up
Contents |
Arbitrage: write out the parable of the bookie
- This is in the introduction to Duffie book.
Voronoi Diagram and Delaunay Triangulation
- Show that these are dual objects, and that they can be found using the Convex Hull of the lift onto a parabola. Then by taking the Legendre Transform.
Lipschitz extensions of functions
- Review the McShane and Whitney extensions (pictures from my IL article in Proc AMS)
- Explain my extension which preserves the maximum principle
- mention the optimal extensions, and the Aronsson equation, and cite Mike Crandall Tour from Bulletin of the AMS.
Stochastic Inventory
- The story of the paperboy, optimal invetory given stochastic demand (first page of the book)
Gamma convergence applied to homgenization
- First couple of pages of the notes