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AAIM
2007
Springer
94views Algorithms» more  AAIM 2007»
13 years 11 months 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
AAIM
2007
Springer
188views Algorithms» more  AAIM 2007»
13 years 11 months ago
Approximation Algorithms for the Graph Orientation Minimizing the Maximum Weighted Outdegree
Given an undirected graph G = (V, E) and a weight function w : E → Z+ , we consider the problem of orienting all edges in E so that the maximum weighted outdegree among all verti...
Yuichi Asahiro, Jesper Jansson, Eiji Miyano, Hirot...
AAIM
2007
Springer
120views Algorithms» more  AAIM 2007»
13 years 9 months ago
Online OVSF Code Assignment with Resource Augmentation
Abstract. Orthogonal Variable Spreading Factor (OVSF) code assignment is a fundamental problem in Wideband Code-Division MultipleAccess (W-CDMA) systems, which play an important ro...
Francis Y. L. Chin, Yong Zhang, Hong Zhu
AAIM
2007
Springer
126views Algorithms» more  AAIM 2007»
13 years 11 months ago
Mixed Criteria Packet Scheduling
Packet scheduling in networks with quality of service constraints has been extensively studied as a single criterion scheduling problem. The assumption underlying single criterion ...
Chad R. Meiners, Eric Torng
AAIM
2007
Springer
97views Algorithms» more  AAIM 2007»
13 years 9 months ago
Efficiency of Data Distribution in BitTorrent-Like Systems
BitTorrent (BT) in practice is a very efficient method to share data over a network of clients. In this paper we extend the recent work of Arthur and Panigrahy [1] on modelling the...
Ho-Leung Chan, Tak Wah Lam, Prudence W. H. Wong