We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
As Field Programmable Gate Arrays (FPGAs) have reached capacities beyond millions of equivalent gates, it becomes possible to accelerate floating-point scientific computing applica...
In this paper we extend the domain of applicability of the E-method [7, 8], as a hardware-oriented method for evaluating elementary functions using polynomial and rational functio...
Nicolas Brisebarre, Sylvain Chevillard, Milos D. E...
Sequential selection was introduced for Evolution Strategies (ESs) with the aim of accelerating their convergence— performing the evaluations of the different offspring sequen...
Distributed allocation mechanisms rely on the agents' autonomous (and supposedly rational) behaviour: states evolve as a result of agents contracting deals and exchanging res...