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» Numerical integration in logistic-normal models
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AAIM
2007
Springer
94views Algorithms» more  AAIM 2007»
15 years 3 months ago
An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options
Abstract. Pricing arithmetic average options continues to intrigue researchers in the field of financial engineering. Since there is no analytical solution for this problem until...
Tian-Shyr Dai, Jr-Yan Wang, Hui-Shan Wei
EDBT
2004
ACM
230views Database» more  EDBT 2004»
15 years 9 months ago
Flexible Integration of Molecular-Biological Annotation Data: The GenMapper Approach
Molecular-biological annotation data is continuously being collected, curated and made accessible in numerous public data sources. Integration of this data is a major challenge in ...
Hong Hai Do, Erhard Rahm
ANOR
2010
106views more  ANOR 2010»
14 years 9 months ago
An ALM model for pension funds using integrated chance constraints
We discuss integrated chance constraints in their role of short-term risk constraints in a strategic ALM model for Dutch pension funds. The problem is set up as a multistage recou...
Willem K. Klein Haneveld, Matthijs H. Streutker, M...
GMP
2006
IEEE
130views Solid Modeling» more  GMP 2006»
15 years 3 months ago
Minimal Mean-Curvature-Variation Surfaces and Their Applications in Surface Modeling
Physical based and geometric based variational techniques for surface construction have been shown to be advanced methods for designing high quality surfaces in the fields of CAD ...
Guoliang Xu, Qin Zhang
CONCUR
1999
Springer
15 years 1 months ago
Approximate Symbolic Model Checking of Continuous-Time Markov Chains
d abstract) Christel Baiera, Joost-Pieter Katoenb;c and Holger Hermannsc aLehrstuhl fur Praktische Informatik II, University of Mannheim 68131 Mannheim, Germany bLehrstuhl fur Info...
Christel Baier, Joost-Pieter Katoen, Holger Herman...