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WSC
2001
15 years 6 months ago
A new approach to pricing American-style derivatives
This paper presents a new approach to pricing Americanstyle derivatives. By approximating the value function with a piecewise linear interpolation function, the option holder'...
Scott B. Laprise, Michael C. Fu, Steven I. Marcus,...
WSC
2001
15 years 6 months ago
Sizing a pilot production line using simulation
The semiconductor industry is rapidly expanding worldwide. With the continuing advancement of technology, companies are continually striving to develop and maintain cutting edge p...
Peng Qu, Geoffrey E. Skinner, Scott J. Mason
WSC
2004
15 years 6 months ago
A Decision Tool for Assembly Line Breakdown Action
Assembly lines with closed loop parallel lanes have the potential to continue to be productive when individual stations breakdown. A requirement in such parallel lane systems is t...
Frank Shin
150
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PDPTA
2003
15 years 6 months ago
Disconnection Metadata for Distributed Applications in Mobile Environments
The need to continue to work in a mobile environment raises the problem of data availability in the presence of disconnections. Our approach aiming at solving this problem is to m...
Nabil Kouici, Denis Conan, Guy Bernard
NIPS
1998
15 years 6 months ago
A Polygonal Line Algorithm for Constructing Principal Curves
Principal curves have been defined as "self consistent" smooth curves which pass through the "middle" of a d-dimensional probability distribution or data cloud...
Balázs Kégl, Adam Krzyzak, Tam&aacut...