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AAIM
2007
Springer
94views Algorithms» more  AAIM 2007»
14 years 5 days ago
An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options
Abstract. Pricing arithmetic average options continues to intrigue researchers in the field of financial engineering. Since there is no analytical solution for this problem until...
Tian-Shyr Dai, Jr-Yan Wang, Hui-Shan Wei
ICDE
2012
IEEE
343views Database» more  ICDE 2012»
11 years 8 months ago
Bi-level Locality Sensitive Hashing for k-Nearest Neighbor Computation
We present a new Bi-level LSH algorithm to perform approximate k-nearest neighbor search in high dimensional spaces. Our formulation is based on a two-level scheme. In the first ...
Jia Pan, Dinesh Manocha
SMA
2003
ACM
163views Solid Modeling» more  SMA 2003»
13 years 11 months ago
Fast swept volume approximation of complex polyhedral models
We present an efficient algorithm to approximate the swept volume (SV) of a complex polyhedron along a given trajectory. Given the boundary description of the polyhedron and a pat...
Young J. Kim, Gokul Varadhan, Ming C. Lin, Dinesh ...
VLSID
2006
IEEE
240views VLSI» more  VLSID 2006»
14 years 6 months ago
An Efficient and Accurate Logarithmic Multiplier Based on Operand Decomposition
Logarithmic Number Systems (LNS) offer a viable alternative in terms of area, delay and power to binary number systems for multiplication and division operations in signal process...
Venkataraman Mahalingam, N. Ranganathan
COMGEO
1999
ACM
13 years 5 months ago
Simplifying spline models
We present a new approach for simplifying models composed of rational spline patches. Given an input model, the algorithm computes a new approximation of the model in terms of cub...
M. Gopi, Dinesh Manocha