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IOR
2006
192views more  IOR 2006»
14 years 11 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya
IOR
2006
126views more  IOR 2006»
14 years 11 months ago
A New Linear Programming Approach to Radiation Therapy Treatment Planning Problems
We consider the problem of radiation therapy treatment planning for cancer patients. During radiation therapy, beams of radiation pass through a patient, killing both cancerous an...
H. Edwin Romeijn, Ravindra K. Ahuja, James F. Demp...
JFP
2008
72views more  JFP 2008»
14 years 11 months ago
Dynamic rebinding for marshalling and update, via redex-time and destruct-time reduction
Most programming languages adopt static binding, but for distributed programming an exclusive reliance on static binding is too restrictive: dynamic binding is required in various...
Peter Sewell, Gareth Stoyle, Michael Hicks, Gavin ...
CORR
2007
Springer
122views Education» more  CORR 2007»
14 years 11 months ago
How to Complete a Doubling Metric
In recent years, considerable advances have been made in the study of properties of metric spaces in terms of their doubling dimension. This line of research has not only enhanced...
Anupam Gupta, Kunal Talwar
JNSM
2008
130views more  JNSM 2008»
14 years 11 months ago
Declarative Infrastructure Configuration Synthesis and Debugging
There is a large conceptual gap between end-to-end infrastructure requirements and detailed component configuration implementing those requirements. Today, this gap is manually br...
Sanjai Narain, Gary Levin, Sharad Malik, Vikram Ka...
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