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ORL
2007
46views more  ORL 2007»
14 years 9 months ago
Duality in option pricing based on prices of other derivatives
We clarify a financial meaning of duality in the semi-infinite programming problem which emerges in the context of determining a derivative price range based only on the no-arbi...
Michi Nishihara, Mutsunori Yagiura, Toshihide Ibar...
ICALP
2005
Springer
15 years 3 months ago
Stochastic Steiner Trees Without a Root
Abstract. This paper considers the Steiner tree problem in the model of twostage stochastic optimization with recourse. This model, the focus of much recent research [1–4], tries...
Anupam Gupta, Martin Pál
CORR
2010
Springer
157views Education» more  CORR 2010»
14 years 8 months ago
Stochastic Budget Optimization in Internet Advertising
Internet advertising is a sophisticated game in which the many advertisers "play" to optimize their return on investment. There are many "targets" for the adve...
Bhaskar DasGupta, S. Muthukrishnan
BMCBI
2006
111views more  BMCBI 2006»
14 years 9 months ago
SIMMAP: Stochastic character mapping of discrete traits on phylogenies
Background: Character mapping on phylogenies has played an important, if not critical role, in our understanding of molecular, morphological, and behavioral evolution. Until very ...
Jonathan P. Bollback
BIBE
2006
IEEE
119views Bioinformatics» more  BIBE 2006»
15 years 3 months ago
Large Grain Size Stochastic Optimization Alignment
DNA sequence alignment is a critical step in identifying homology between organisms. The most widely used alignment program, ClustalW, is known to suffer from the local minima pro...
Perry Ridge, Hyrum Carroll, Dan Sneddon, Mark J. C...