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WSC
2008
15 years 5 months ago
Revisit of stochastic mesh method for pricing American options
We revisit the stochastic mesh method for pricing American options, from a conditioning viewpoint, rather than the importance sampling viewpoint of Broadie and Glasserman (1997). ...
Guangwu Liu, L. Jeff Hong
CORR
2010
Springer
135views Education» more  CORR 2010»
15 years 3 months ago
A stochastic analysis of greedy routing in a spatially-dependent sensor network
For a sensor network, as tractable spatially-dependent node deployment model is presented with the property that the density is inversely proportional to the sink distance. A stoc...
H. Paul Keeler
CLEF
2009
Springer
15 years 4 months ago
Simulating Morphological Analyzers with Stochastic Taggers for Confidence Estimation
We propose a method for providing stochastic confidence estimates for rule-based and black-box natural language (NL) processing systems. Our method does not require labeled trainin...
Christian Monson, Kristy Hollingshead, Brian Roark
ENTCS
2008
101views more  ENTCS 2008»
15 years 3 months ago
On the Approximation of Stochastic Concurrent Constraint Programming by Master Equation
We explore the relation between the stochastic semantic associated to stochastic Concurrent Constrain Programming (sCCP) and its fluid-flow approximation. Writing the master equat...
Luca Bortolussi
ANOR
2006
58views more  ANOR 2006»
15 years 3 months ago
A management system for decompositions in stochastic programming
This paper presents two contributions: A set of routines that manipulate instances of stochastic programming problems in order to make them more amenable for different solution ap...
Robert Fourer, Leo Lopes