The strike force asset allocation problem consists of grouping strike force assets into packages and assigning these packages to targets and defensive assets in a way that maximizes the strike force potential. Integer programming formulations are developed, semi-real and random problems are built up, and computational results via the CPLEX MIP Solver are presented.

[1] Previous Caribbean GPS studies have shown that the rigid interior of the Caribbean plate is moving eastnortheastward (070 ) at a rate of 18–20 ± 3 mm/yr relative to North America. This direction implies maximum oblique convergence between the island of Hispaniola on the Caribbean plate and the 22–27-kmthick crust of the Bahama carbonate platform on the adjacent North America plate. We prese...

We perform a detailed parameter-space study on properties of yielding zones generated by 2-D in-plane dynamic ruptures on a planar fault with different friction laws and parameters, different initial stress conditions, different rock cohesion values, and different contrasts of elasticity and mass density across the fault. The focus is on cases corresponding to large strike-slip faults having hi...

This paper examines the relationship between Australian and world strike activity between 1960 and 1998. Appropriate indices are constructed for which evidence of a long-run equilibrium relation is found between Australian and world strike activity. The evidence suggests Australian and world strike rate indices are cointegrated with a breakpoint in that relation occurring sometime in the very l...

This paper studies symmetries between fixed and floating-strike Asian options and exploits this symmetry to derive an upper bound for the price of a floating-strike Asian. This bound only involves fixed-strike Asians and vanillas, and can be computed simply given one of the many efficient methods for pricing fixed-strike Asian options. The bound coincides with the true price until after the ave...

This paper studies symmetries between fixed and floating-strike Asian options and exploits this symmetry to derive an upper bound for the price of a floating-strike Asian. This bound only involves fixed-strike Asians and vanillas, and can be computed simply given one of the many efficient methods for pricing fixed-strike Asian options. The bound is exact until after the averaging has begun and ...