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» Extending DTGOLOG with Options
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IJCAI
2003
13 years 6 months ago
Extending DTGOLOG with Options
Alexander Ferrein, Christian Fritz, Gerhard Lakeme...
JCAM
2010
107views more  JCAM 2010»
12 years 12 months ago
Pricing and hedging Asian basket spread options
Asian options, basket options and spread options have been extensively studied in literature. However, few papers deal with the problem of pricing general Asian basket spread opti...
Griselda Deelstra, Alexandre Petkovic, Michè...
APVIS
2011
12 years 5 months ago
An extended evaluation of the readability of tapered, animated, and textured directed-edge representations in node-link graphs
We present the results of a study comparing five directed-edge representations for use in 2D, screen-based node-link diagrams. The goal of this work is to extend the understandin...
Danny Holten, Petra Isenberg, Jarke J. van Wijk, J...
AMC
2007
123views more  AMC 2007»
13 years 5 months ago
Accurate pricing formulas for Asian options
Asian options have payoffs that depend on the average price of the underlying asset such as stocks, commodities, or financial indices. As exact closed-form formulas do not exist...
Kuan-Wen Chen, Yuh-Dauh Lyuu
JCDL
2011
ACM
260views Education» more  JCDL 2011»
12 years 8 months ago
Extending digital repository architectures to support disk image preservation and access
Disk images (bitstreams extracted from physical media) can play an essential role in the acquisition and management of digital collections by serving as containers that support da...
Kam Woods, Christopher A. Lee, Simson Garfinkel