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    IOR
    2006
    192views more  IOR 2006»
    Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
    14 years 9 months ago
    Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
    Download  finmath.stanford.edu
    The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
    Mark Broadie, Özgür Kaya
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    EOR
    2007
    104views more  EOR 2007»
    A cutting-plane approach for the two-dimensional orthogonal non-guillotine cutting problem
    14 years 9 months ago
    A cutting-plane approach for the two-dimensional orthogonal non-guillotine cutting problem
    Download  www.math.tu-dresden.de
    The two-dimensional orthogonal non-guillotine cutting problem (NGCP) appears in many industries (like wood and steel industries) and consists in cutting a rectangular master surfa...
    Roberto Baldacci, Marco A. Boschetti
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    NC
    2008
    81views Neural Networks» more  NC 2008»
    How crystals that sense and respond to their environments could evolve
    14 years 9 months ago
    How crystals that sense and respond to their environments could evolve
    Download  www.dna.caltech.edu
    An enduring mystery in biology is how a physical entity simple enough to have arisen spontaneously could have evolved into the complex life seen on Earth today. Cairns-Smith has pr...
    Rebecca Schulman, Erik Winfree
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    JACM
    2007
    160views more  JACM 2007»
    Lossless abstraction of imperfect information games
    14 years 9 months ago
    Lossless abstraction of imperfect information games
    Download  www.cs.cmu.edu
    abstraction of imperfect information games ANDREW GILPIN and TUOMAS SANDHOLM Computer Science Department Carnegie Mellon University Pittsburgh, PA, USA Finding an equilibrium of an...
    Andrew Gilpin, Tuomas Sandholm
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    CGA
    2004
    135views Computational Geometry» more  CGA 2004»
    Browsers to Support Awareness and Social Interaction
    14 years 9 months ago
    Browsers to Support Awareness and Social Interaction
    Download  www.webcollab.com
    feel abstract and informational rather than inviting for social interaction. Consequently, newcomers and occasional visitors to such sites cannot quickly assess who the participant...
    Alison Lee, Andreas Girgensohn, Jun Zhang
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