81 search results - page 10 / 17 » Pseudorandom Financial Derivatives |
FPL
2010
Springer
14 years 8 months ago
2010
Springer
Exotic options are financial derivatives which have complex features including path-dependency. These complex features make them difficult to price, as only computationally intensi...
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ICALP
2011
Springer
14 years 1 months ago
2011
Springer
We give new algorithms for a variety of randomly-generated instances of computational problems using a linearization technique that reduces to solving a system of linear equations...
LSSC
2001
Springer
15 years 2 months ago
2001
Springer
Abstract. Quasi-Monte Carlo methods are based on the idea that random Monte Carlo techniques can often be improved by replacing the underlying source of random numbers with a more ...
CN
2010
14 years 10 months ago
2010
Ptrim is a purely decentralised application for performing peer-to-peer transactions. Instead of relying on a typical trust/reputation management approach, Ptrim allows its users t...
ALGORITHMICA
1999
14 years 9 months ago
1999
Consider an on-line player who needs some equipment (e.g., a computer) for an initially unknown number of periods. At the start of each period it is determined whether the player w...