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» New Dynamic SPT Algorithm Based on a Ball-and-String Model
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HPCS
2005
IEEE
15 years 3 months ago
Parallel Lattice Implementation for Option Pricing under Mixed State-Dependent Volatility Models
— With the principal goal of developing an alternative, relatively simple and tractable pricing framework for accurately reproducing a market implied volatility surface, this pap...
Giuseppe Campolieti, Roman Makarov
ISAAC
2004
Springer
112views Algorithms» more  ISAAC 2004»
15 years 3 months ago
Dynamic Tree Cross Products
Abstract. Range searching over tree cross products – a variant of classic range searching – recently has been introduced by Buchsbaum et al. (Proc. 8th ESA, vol. 1879 of LNCS, ...
Marcus Raitner
IEEEPACT
2009
IEEE
15 years 4 months ago
Analytical Modeling of Pipeline Parallelism
Parallel programming is a requirement in the multi-core era. One of the most promising techniques to make parallel programming available for the general users is the use of parall...
Angeles G. Navarro, Rafael Asenjo, Siham Tabik, Ca...
ISCC
2006
IEEE
129views Communications» more  ISCC 2006»
15 years 4 months ago
A Semantic Overlay Network for P2P Schema-Based Data Integration
Abstract— Today data sources are pervasive and their number is growing tremendously. Current tools are not prepared to exploit this unprecedented amount of information and to cop...
Carmela Comito, Simon Patarin, Domenico Talia
GLOBECOM
2009
IEEE
15 years 2 months ago
Route Capacity Estimation Based Admission Control and QoS Routing for Mesh Networks
Wireless Mesh Networks (WMNs) is a promising key technology for next generation wireless backhauling that is expected to support various types of applications with different qualit...
Chi Harold Liu, Athanasios Gkelias, Kin K. Leung