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» New Approximation Results for Resource Replication Problems
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FS
2010
148views more  FS 2010»
14 years 9 months ago
Option hedging for small investors under liquidity costs
Following the framework of C¸etin, Jarrow and Protter [4] we study the problem of super-replication in presence of liquidity costs under additional restrictions on the gamma of th...
Umut Çetin, H. Mete Soner, Nizar Touzi
GISCIENCE
2004
Springer
130views GIS» more  GISCIENCE 2004»
15 years 4 months ago
Comparing Exact and Approximate Spatial Auto-regression Model Solutions for Spatial Data Analysis
The spatial auto-regression (SAR) model is a popular spatial data analysis technique, which has been used in many applications with geo-spatial datasets. However, exact solutions f...
Baris M. Kazar, Shashi Shekhar, David J. Lilja, Ra...
POPL
2010
ACM
15 years 8 months ago
A Theory of Indirection via Approximation
Building semantic models that account for various kinds of indirect reference has traditionally been a difficult problem. Indirect reference can appear in many guises, such as hea...
Aquinas Hobor, Robert Dockins, Andrew W. Appel
ISCAS
2006
IEEE
145views Hardware» more  ISCAS 2006»
15 years 5 months ago
The wordlength determination problem of linear time invariant systems with multiple outputs - a geometric programming approach
This paper proposes two new methods for optimizing objectives and constraints. The GP approach is very general and hardware resources in finite wordlength implementation of it allo...
S. C. Chan, K. M. Tsui
IPPS
2008
IEEE
15 years 5 months ago
On utilization of contributory storage in desktop grids
Modern desktop grid environments and shared computing platforms have popularized the use of contributory resources, such as desktop computers, as computing substrates for a variet...
Chreston Miller, Ali Raza Butt, Patrick Butler