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WSC
2004
15 years 1 months ago
Function-Approximation-Based Importance Sampling for Pricing American Options
Monte Carlo simulation techniques that use function approximations have been successfully applied to approximately price multi-dimensional American options. However, for many pric...
Nomesh Bolia, Sandeep Juneja, Paul Glasserman
IACR
2011
141views more  IACR 2011»
13 years 11 months ago
Approximate common divisors via lattices
We analyze the multivariate generalization of Howgrave-Graham’s algorithm for the approximate common divisor problem. In the m-variable case with modulus N and approximate common...
Henry Cohn, Nadia Heninger
ESA
2009
Springer
104views Algorithms» more  ESA 2009»
15 years 6 months ago
Improved Approximation Algorithms for Label Cover Problems
In this paper we consider both the maximization variant Max Rep and the minimization variant Min Rep of the famous Label Cover problem, for which, till now, the best approximation ...
Moses Charikar, MohammadTaghi Hajiaghayi, Howard J...
SECON
2007
IEEE
15 years 6 months ago
Approximation Algorithm for Base Station Placement in Wireless Sensor Networks
Base station location has significant impact on network lifetime performance for a sensor network. For a multihop sensor network, this problem is particular challenging as we need ...
Yi Shi, Yiwei Thomas Hou
COCO
2008
Springer
88views Algorithms» more  COCO 2008»
15 years 1 months ago
Approximation of Natural W[P]-Complete Minimisation Problems Is Hard
We prove that the weighted monotone circuit satisfiability problem has no fixed-parameter tractable approximation algorithm with constant or polylogarithmic approximation ratio un...
Kord Eickmeyer, Martin Grohe, Magdalena Grübe...