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130
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MANSCI
2006
15 years 4 months ago
2006
We present a new approach to pricing American-style derivatives that is applicable to any Markovian setting (i.e., not limited to geometric Brownian motion) for which European cal...
136
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IPL
2002
15 years 4 months ago
2002
Restricted rotation distance between pairs of rooted binary trees measures differences in tree shape and is related to rotation distance. In restricted rotation distance, the rota...
111
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ICRA
2010
IEEE
15 years 3 months ago
2010
IEEE
— This paper presents a thorough analysis of the computational complexity of optimal reconfiguration planning problem for chain-type modular robots, i.e. finding the least number...
156
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INFORMS
2010
15 years 3 months ago
2010
We develop a solution approach for the fixed charge network flow problem (FCNF) that produces provably high-quality solutions quickly. The solution approach combines mathematica...
139
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SIAMSC
2010
15 years 2 months ago
2010
The shift-invert Arnoldi method is employed to generate an orthonormal basis from the Krylov subspace corresponding to a real Toeplitz matrix and an initial vector. The vectors and...