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» A Piecewise-Deterministic Model for Brownian Motion
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WSC
2007
13 years 7 months ago
Monte Carlo methods for valuation of ratchet Equity Indexed Annuities
Equity Indexed Annuities (EIAs) are popular insurance contracts. EIAs provide the insured with a guaranteed accumulation rate on their premium at maturity. In addition, the insure...
Ming-hua Hsieh, Yu-fen Chiu
CG
2006
Springer
13 years 5 months ago
Constrained diffusion-limited aggregation in 3 dimensions
Diffusion Limited Aggregation (DLA) has usually been studied in 2 dimensions as a model of fractal growth processes such as river networks, plant branching, frost on glass, electr...
Paul D. Bourke
TSMC
2010
12 years 12 months ago
On Robust Stability of Stochastic Genetic Regulatory Networks With Time Delays: A Delay Fractioning Approach
Robust stability serves as an important regulation mechanism in system biology and synthetic biology. In this paper, the robust stability analysis problem is investigated for a cla...
Yao Wang, Zidong Wang, Jinling Liang
SAC
2002
ACM
13 years 5 months ago
Option pricing under model and parameter uncertainty using predictive densities
The theoretical price of a financial option is given by the expectation of its discounted expiry time payoff. The computation of this expectation depends on the density of the val...
F. Oliver Bunnin, Yike Guo, Yuhe Ren
ICDE
2002
IEEE
146views Database» more  ICDE 2002»
14 years 6 months ago
Data Mining Meets Performance Evaluation: Fast Algorithms for Modeling Bursty Traffic
Network, web, and disk I/O traffic are usually bursty, self-similar [9, 3, 5, 6] and therefore can not be modeled adequately with Poisson arrivals[9]. However, we do want to model...
Mengzhi Wang, Ngai Hang Chan, Spiros Papadimitriou...