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ISIPTA
2003
IEEE
102views Mathematics» more  ISIPTA 2003»
15 years 3 months ago
A Sensitivity Analysis for the Pricing of European Call Options in a Binary Tree Model
The European call option prices have well-known formulae in the Cox-RossRubinstein model [2], depending on the volatility of the underlying asset. Nevertheless it is hard to give ...
Huguette Reynaerts, Michèle Vanmaele
GECCO
2006
Springer
137views Optimization» more  GECCO 2006»
15 years 1 months ago
Inside a predator-prey model for multi-objective optimization: a second study
In this article, new variation operators for evolutionary multiobjective algorithms (EMOA) are proposed. On the basis of a predator-prey model theoretical considerations as well a...
Christian Grimme, Karlheinz Schmitt
HYBRID
2000
Springer
15 years 1 months ago
Decidable Controller Synthesis for Classes of Linear Systems
A problem of great interest in the control of hybrid systems is the design of least restrictive controllers for reachability specifications. Controller design typically uses game t...
Omid Shakernia, Shankar Sastry, George J. Pappas
MASCOTS
2004
14 years 11 months ago
A Framework for Resource Allocation in Grid Computing
Grid computing is the future computing paradigm for enterprise applications. An enterprise application running on a grid is composed of a set of SLA-constrained sub-tasks demandin...
Daniel A. Menascé, Emiliano Casalicchio
IEICET
2006
55views more  IEICET 2006»
14 years 10 months ago
Inserting Points Uniformly at Every Instance
A problem of arranging n points as uniformly as possible, which is equivalent to that of packing n equal and non-overlapping circles in a unit square, is frequently asked. In this ...
Sachio Teramoto, Tetsuo Asano, Naoki Katoh, Benjam...