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FS
2010
148views more  FS 2010»
15 years 1 months ago
Option hedging for small investors under liquidity costs
Following the framework of C¸etin, Jarrow and Protter [4] we study the problem of super-replication in presence of liquidity costs under additional restrictions on the gamma of th...
Umut Çetin, H. Mete Soner, Nizar Touzi
HPCC
2010
Springer
15 years 1 months ago
Performance Analysis of Scientific and Engineering Applications Using MPInside and TAU
In this paper, we present performance analysis of two NASA applications using performance tools like Tuning and Analysis Utilities (TAU) and SGI MPInside. MITgcmUV and OVERFLOW ar...
Subhash Saini, Piyush Mehrotra, Kenichi Taylor, Sa...
119
Voted
IAJIT
2010
162views more  IAJIT 2010»
15 years 1 months ago
Deriving Conceptual Schema from Domain Ontology: A Web Application Reverse Engineering Approach
: The heterogeneous and dynamic nature of components making up a web application, the lack of effective programming mechanisms for implementing basic software engineering principle...
Sidi Mohamed Benslimane, Mimoun Malki, Djelloul Bo...
ICRA
2010
IEEE
157views Robotics» more  ICRA 2010»
15 years 1 months ago
Sampling-Based Motion and Symbolic Action Planning with geometric and differential constraints
Abstract— To compute collision-free and dynamicallyfeasibile trajectories that satisfy high-level specifications given in a planning-domain definition language, this paper prop...
Erion Plaku, Gregory D. Hager
115
Voted
ICRA
2010
IEEE
143views Robotics» more  ICRA 2010»
15 years 1 months ago
Optimal Feedback Control for anthropomorphic manipulators
— We study target reaching tasks of redundant anthropomorphic manipulators under the premise of minimal energy consumption and compliance during motion. We formulate this motor c...
Djordje Mitrovic, Sho Nagashima, Stefan Klanke, Ta...
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