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WSC
2007
15 years 8 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
149
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ACMACE
2008
ACM
15 years 8 months ago
Extracting camera-control requirements and camera movement generation in a 3D virtual environment
This paper proposes a new method to generate smooth camera movement that is collision-free in a three-dimensional virtual environment. It generates a set of cells based on cell de...
Hirofumi Hamazaki, Shinya Kitaoka, Maya Ozaki, Yos...
ACMICEC
2008
ACM
243views ECommerce» more  ACMICEC 2008»
15 years 8 months ago
Quality aspects in service ecosystems: areas for exploitation and exploration
Service Science, Management, and Engineering (SSME) is a research area with significant relevance to research and practice. Networked systems of web services are a field of servic...
Christoph Riedl, Tilo Böhmann, Michael Rosema...
152
Voted
ACMSE
2008
ACM
15 years 8 months ago
A self-testing autonomic job scheduler
Although researchers have been exchanging ideas on the design and development of autonomic systems, there has been little emphasis on validation. In an effort to stimulate interes...
Alain E. Ramirez, Barbara Quinones-Morales, Tariq ...
ACSC
2008
IEEE
15 years 8 months ago
An investigation of the state formation and transition limitations for prediction problems in recurrent neural networks
Recurrent neural networks are able to store information about previous as well as current inputs. This "memory" allows them to solve temporal problems such as language r...
Angel Kennedy, Cara MacNish