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FS
2010
148views more  FS 2010»
14 years 8 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
14 years 8 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...
ICCCI
2010
Springer
14 years 8 months ago
Strategic Health Information Management and Forecast: The Birdwatching Approach
Abstract. To facilitate communication and the exchange of information between patients, nurses, lab technicians, health insurers, physicians, policy makers, and existing knowledge-...
Arash Shaban-Nejad, Volker Haarslev
ICRA
2010
IEEE
143views Robotics» more  ICRA 2010»
14 years 8 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...
ICRA
2010
IEEE
147views Robotics» more  ICRA 2010»
14 years 8 months ago
Feature detection and matching in images with radial distortion
— Image keypoints are broadly used in robotics for different purposes, ranging from recognition to 3D reconstruction, passing by SLAM and visual servoing. Robust keypoint matchin...
Miguel Lourenço, João P. Barreto, Ab...