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SIAMSC
2008
143views more  SIAMSC 2008»
15 years 2 months ago
Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model
Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...
Jari Toivanen
SIAMSC
2008
116views more  SIAMSC 2008»
15 years 2 months ago
A New Asymptotic Preserving Scheme Based on Micro-Macro Formulation for Linear Kinetic Equations in the Diffusion Limit
We propose a new numerical scheme for linear transport equations. It is based on a decomposition of the distribution function into equilibrium and non-equilibrium parts. We also us...
Mohammed Lemou, Luc Mieussens
SIGMETRICS
2008
ACM
159views Hardware» more  SIGMETRICS 2008»
15 years 2 months ago
Weighted fair sharing for dynamic virtual clusters
In a shared server infrastructure, a scheduler controls how quantities of resources are shared over time in a fair manner across multiple, competing consumers. It should support w...
Laura E. Grit, Jeffrey S. Chase
138
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AI
2005
Springer
15 years 2 months ago
Constraint-based reasoning and privacy/efficiency tradeoffs in multi-agent problem solving
Because of privacy concerns, agents may not want to reveal information that could be of use in problem solving. As a result, there are potentially important tradeoffs between main...
Richard J. Wallace, Eugene C. Freuder
AR
2005
115views more  AR 2005»
15 years 2 months ago
Insights toward robot-assisted evacuation
This paper discusses the application of robotic technologies to an evacuation assistance task. We describe how this kind of task differs from the more prevalent search and rescue ...
Dylan A. Shell, Maja J. Mataric