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SIAMSC
2008
92views more  SIAMSC 2008»
15 years 5 months ago
A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions
Here we develop an option pricing method for European options based on the Fourier-cosine series, and call it the COS method. The key insight is in the close relation of the charac...
F. Fang, Cornelis W. Oosterlee
DEXA
2005
Springer
112views Database» more  DEXA 2005»
15 years 11 months ago
Distribution Rules for Array Database Queries
Abstract. Non-trivial retrieval applications involve complex computations on large multi-dimensional datasets. These should, in principle, benefit from the use of relational datab...
Alex van Ballegooij, Roberto Cornacchia, Arjen P. ...
DAC
2000
ACM
15 years 10 months ago
Model-based dummy feature placement for oxide chemical-mechanical polishing manufacturability
—Chemical–mechanical polishing (CMP) is an enabling technique used in deep-submicrometer VLSI manufacturing to achieve long range oxide planarization. Post-CMP oxide topography...
Ruiqi Tian, D. F. Wong, Robert Boone
WEBNET
2000
15 years 7 months ago
Mining the Most Interesting Web Access Associations
: Web access patterns can provide valuable information for website designers in making website-based communication more efficient. To extract interesting or useful web access patte...
Li Shen, Ling Cheng, James Ford, Fillia Makedon, V...
SSPR
2010
Springer
15 years 4 months ago
Extracting Plane Graphs from Images
Abstract. In order to use structural techniques from graph-based pattern recognition, a first necessary step consists in extracting a graph in an automatic way from an image. We pr...
Émilie Samuel, Colin de la Higuera, Jean-Ch...