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WSC
2007
14 years 11 months ago
American option pricing under stochastic volatility: a simulation-based approach
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...
Arunachalam Chockalingam, Kumar Muthuraman
CSREAEEE
2006
103views Business» more  CSREAEEE 2006»
14 years 10 months ago
Software Engineering Employee Motivational Capital Model: SE-EMCM
The business world has been reinventing the human. Employee participative transition projects for management strategies are becoming more important in IT organizations day by day....
Serdar Turkeli
ECEH
2006
168views Healthcare» more  ECEH 2006»
14 years 10 months ago
Building a Smart Hospital using RFID Technologies
: Technologies of identification by radio frequencies (RFID) experience a fast development and healthcare is predicted to be one of its major growth areas. After briefly introducin...
Patrik Fuhrer, Dominique Guinard
PDPTA
2003
14 years 10 months ago
A File Transfer Component for Grids
Grids have become a critical asset in large-scale scientific and engineering research. Accessing to distributed data is typically as important as access to distributed computatio...
Gregor von Laszewski, Beulah Alunkal, Jarek Gawor,...
CSREASAM
2009
14 years 10 months ago
A Stochastic Model of the Damage Propagation in Database Systems
Security defense tools like firewalls and antivirus softwares are not sufficient to defend against dynamic threats to database systems. Successful attacks could not only seriously ...
Hai Wang, Su Yan