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JCAM
2010
107views more  JCAM 2010»
14 years 7 months ago
Pricing and hedging Asian basket spread options
Asian options, basket options and spread options have been extensively studied in literature. However, few papers deal with the problem of pricing general Asian basket spread opti...
Griselda Deelstra, Alexandre Petkovic, Michè...
108
Voted
JDCTA
2010
103views more  JDCTA 2010»
14 years 7 months ago
WEB-based Modeling and Simulation Technology in the Training of Power Plant Application -A Set of Steam Turbine for Instance
Electric power generation requires a great deal of production equipment, such as steam turbines, boilers, etc., how to insure the well-run condition of such equipment is the key f...
Hongjun Guan
MICS
2010
124views more  MICS 2010»
14 years 7 months ago
An Optimal Algorithm for the k-Fixed-Endpoint Path Cover on Proper Interval Graphs
In this paper we consider the k-fixed-endpoint path cover problem on proper interval graphs, which is a generalization of the path cover problem. Given a graph G and a set T of k v...
George B. Mertzios, Walter Unger
174
Voted
SMA
2010
ACM
200views Solid Modeling» more  SMA 2010»
14 years 7 months ago
Influence functions of the Spearman and Kendall correlation measures
Abstract Nonparametric correlation estimators as the Kendall and Spearman correlation are widely used in the applied sciences. They are often said to be robust, in the sense of bei...
Christophe Croux, Catherine Dehon
FOSSACS
2011
Springer
14 years 4 months ago
Irrelevance in Type Theory with a Heterogeneous Equality Judgement
Dependently typed programs contain an excessive amount of static terms which are necessary to please the type checker but irrelevant for computation. To obtain reasonable performan...
Andreas Abel