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SIAMCO
2011
14 years 7 months ago
Nonlinear Black-Scholes Equations in Finance: Associated Control Problems and Properties of Solutions
We study properties of solutions to fully nonlinear versions of the standard Black– Scholes partial differential equation. These equations have been introduced in financial mat...
Rüdiger Frey, Ulrike Polte
128
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SIAMCO
2011
14 years 7 months ago
Asymptotically Optimal Controls for Time-Inhomogeneous Networks
Abstract. A framework is introduced for the identification of controls for single-class timevarying queueing networks that are asymptotically optimal in the so-called uniform acce...
Milica Cudina, Kavita Ramanan
SIAMCOMP
2011
14 years 7 months ago
A Combinatorial Construction of Almost-Ramanujan Graphs Using the Zig-Zag Product
Reingold, Vadhan and Wigderson [21] introduced the graph zig-zag product. This product combines a large graph and a small graph into one graph, such that the resulting graph inher...
Avraham Ben-Aroya, Amnon Ta-Shma
TSE
2010
235views more  TSE 2010»
14 years 7 months ago
DECOR: A Method for the Specification and Detection of Code and Design Smells
Abstract-- Code and design smells are poor solutions to recurring implementation and design problems. They may hinder the evolution of a system by making it hard for software engin...
Naouel Moha, Yann-Gaël Guéhéneu...
122
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CSMR
2011
IEEE
14 years 4 months ago
Sub-graph Mining: Identifying Micro-architectures in Evolving Object-Oriented Software
Abstract—Developers introduce novel and undocumented micro-architectures when performing evolution tasks on object-oriented applications. We are interested in understanding wheth...
Ahmed Belderrar, Segla Kpodjedo, Yann-Gaël Gu...