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APJOR
2010
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13 years 3 months ago
Alternative Randomization for Valuing American Options
This paper provides a fast and accurate randomization algorithm for valuing American puts and calls on dividend-paying stocks and their early exercise boundaries. The primal focus...
Toshikazu Kimura
APJOR
2007
82views more  APJOR 2007»
13 years 5 months ago
On the Construction of Gap Functions for Variational Inequalities via Conjugate duality
: In this paper we deal with the construction of gap functions for variational inequalities by using an approach which bases on the conjugate duality. Under certain assumptions we ...
Lkhamsuren Altangerel, Radu Ioan Bot, Gert Wanka
APJOR
2007
58views more  APJOR 2007»
13 years 5 months ago
Online Algorithms for Scheduling with Machine Activation Cost
Yong He, Shuguang Han, Yiwei Jiang