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FS
2006
123views more  FS 2006»
14 years 9 months ago
American Parisian options
Using the solution of the one-sided exit problem, a procedure to price Parisian barrier options in a jump-diffusion model with two-sided exponential jumps is developed. By extendin...
Marc Chesney, Laurent Gauthier
MOC
2002
92views more  MOC 2002»
14 years 9 months ago
Asymptotic properties of the spectral test, diaphony, and related quantities
This paper presents the limit laws of discrepancies defined via exponential sums, and algorithms (with error bounds) to approximate the corresponding distribution functions. The re...
Hannes Leeb
CORR
2012
Springer
210views Education» more  CORR 2012»
13 years 5 months ago
Towards minimax policies for online linear optimization with bandit feedback
We address the online linear optimization problem with bandit feedback. Our contribution is twofold. First, we provide an algorithm (based on exponential weights) with a regret of...
Sébastien Bubeck, Nicolò Cesa-Bianch...
BMCBI
2002
131views more  BMCBI 2002»
14 years 9 months ago
Efficient Boolean implementation of universal sequence maps (bUSM)
Background: Recently, Almeida and Vinga offered a new approach for the representation of arbitrary discrete sequences, referred to as Universal Sequence Maps (USM), and discussed ...
John Schwacke, Jonas S. Almeida
MM
2009
ACM
260views Multimedia» more  MM 2009»
15 years 4 months ago
Web image mining towards universal age estimator
In this paper, we present an automatic web image mining system towards building a universal human age estimator based on facial information, which is applicable to all ethnic grou...
Bingbing Ni, Zheng Song, Shuicheng Yan