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WSC
2007
15 years 6 months ago
American option pricing under stochastic volatility: a simulation-based approach
We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
Arunachalam Chockalingam, Kumar Muthuraman
TSMC
2002
182views more  TSMC 2002»
15 years 4 months ago
Bidder's strategy under group-buying auction on the Internet
The group-buying auction is a new kind of dynamic pricing mechanism on the Internet. It is a variant of the sellers' price double auction, which makes the bidders as a group t...
Jian Chen, Xilong Chen, Xiping Song
CVPR
2001
IEEE
16 years 6 months ago
Constructing Facial Identity Surfaces in a Nonlinear Discriminating Space
Recognising face with large pose variation is more challenging than that in a fixed view, e.g. frontal-view, due to the severe non-linearity caused by rotation in depth, selfshadi...
Yongmin Li, Shaogang Gong, Heather M. Liddell
VISUALIZATION
2003
IEEE
15 years 9 months ago
Accelerating Large Data Analysis by Exploiting Regularities
We present techniques for discovering and exploiting regularity in large curvilinear data sets. The data can be based on a single mesh or a mesh composed of multiple submeshes (al...
David Ellsworth, Patrick J. Moran
COLCOM
2007
IEEE
15 years 11 months ago
Secure scripting based composite application development: Framework, architecture, and implementation
—Dynamic scripting languages such as Ruby provide language features that enable developers to express their intent more rapidly and with fewer expressions. Organizations started ...
Tom Dinkelaker, Alisdair Johnstone, Yücel Kar...