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SIAMSC
2008
143views more  SIAMSC 2008»
14 years 9 months ago
Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model
Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...
Jari Toivanen
GECCO
2007
Springer
183views Optimization» more  GECCO 2007»
15 years 1 months ago
Evolving distributed agents for managing air traffic
Air traffic management offers an intriguing real world challenge to designing large scale distributed systems using evolutionary computation. The ability to evolve effective air t...
Adrian K. Agogino, Kagan Tumer
HPDC
2006
IEEE
15 years 3 months ago
Replicating Nondeterministic Services on Grid Environments
Replication is a technique commonly used to increase the availability of services in distributed systems, including grid and web services. While replication is relatively easy for...
Xianan Zhang, Flavio Junqueira, Matti A. Hiltunen,...
USENIX
2008
15 years 11 hour ago
Context-Aware Prefetching at the Storage Server
In many of today's applications, access to storage constitutes the major cost of processing a user request. Data prefetching has been used to alleviate the storage access lat...
Gokul Soundararajan, Madalin Mihailescu, Cristiana...
USENIX
2008
15 years 11 hour ago
A Dollar from 15 Cents: Cross-Platform Management for Internet Services
As Internet services become ubiquitous, the selection and management of diverse server platforms now affects the bottom line of almost every firm in every industry. Ideally, such ...
Christopher Stewart, Terence Kelly, Alex Zhang, Ka...