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AMC
2005
123views more  AMC 2005»
15 years 1 months ago
An efficient convergent lattice algorithm for European Asian options
Financial options whose payoff depends critically on historical prices are called pathdependent options. Their prices are usually harder to calculate than options whose prices do ...
Tian-Shyr Dai, Guan-Shieng Huang, Yuh-Dauh Lyuu
108
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ESIAT
2009
IEEE
14 years 11 months ago
Path Planning Based on Dynamic Sub-population Pseudo-Parallel Genetic Algorithm
Through analysis of present pseudo-parallel genetic algorithm, propose a new dynamic sub-population pseudo-parallel genetic algorithm. It changes the condition that the magnitude o...
Lei Li, Yuemei Ren, Changyu Yang
ICAL
2011
301views more  ICAL 2011»
14 years 1 months ago
On the LVI-based numerical method (E47 algorithm) for solving quadratic programming problems
— In this paper, a numerical method (termed, E47 algorithm) based on linear variational inequalities (LVI) is presented and investigated to solve quadratic programming (QP) probl...
Yunong Zhang, Senbo Fu, Zhijun Zhang, Lin Xiao, Xu...