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ICCS
2005
Springer
15 years 3 months ago
Wiener Indices of Balanced Binary Trees
Sergey Bereg, Hao Wang
ICTAI
2003
IEEE
15 years 3 months ago
Approximate Discrete Probability Distribution Representation Using a Multi-Resolution Binary Tree
Computing and storing probabilities is a hard problem as soon as one has to deal with complex distributions over multiples random variables. The problem of efficient representati...
David Bellot, Pierre Bessière
ISIPTA
2003
IEEE
102views Mathematics» more  ISIPTA 2003»
15 years 3 months ago
A Sensitivity Analysis for the Pricing of European Call Options in a Binary Tree Model
The European call option prices have well-known formulae in the Cox-RossRubinstein model [2], depending on the volatility of the underlying asset. Nevertheless it is hard to give ...
Huguette Reynaerts, Michèle Vanmaele