354 search results - page 37 / 71 » Approximate Option Pricing |
136
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ISAAC
2003
Springer
15 years 9 months ago
2003
Springer
Abstract. We present a bit-parallel technique to search a text of length n for a regular expression of m symbols permitting k differences in worst case time O(mn/ logk s), where s...
160
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JSCIC
2010
14 years 10 months ago
2010
In this paper we present the continuous and discontinuous Galerkin methods in a unified setting for the numerical approximation of the transport dominated advection-reaction equati...
116
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FOCS
2008
IEEE
15 years 4 months ago
2008
IEEE
We present the first polynomial-time approximation algorithms for single-minded envy-free profit-maximization problems [13] with limited supply. Our algorithms return a pricing sc...
127
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FLAIRS
2009
15 years 1 months ago
2009
Partially observable stochastic games (POSGs) provide a rich mathematical framework for planning under uncertainty by a group of agents. However, this modeling advantage comes wit...
154
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CIARP
2010
Springer
15 years 1 months ago
2010
Springer
Abstract. It has been shown that many kernel methods can be equivalently formulated as minimal-enclosing-ball (MEB) problems in certain feature space. Exploiting this reduction eff...