530 search results - page 59 / 106 » A New Iterative Method for Solving Initial Value Problems |
WSC
2007
13 years 11 months ago
2007
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...
ESOP
1999
Springer
14 years 1 months ago
1999
Springer
Abstract. Dynamicprogramming is an importantalgorithm design technique. It is used for solving problems whose solutions involve recursively solving subproblems that share subsubpro...
ICASSP
2011
IEEE
13 years 15 days ago
2011
IEEE
Multilinear analysis provides a powerful mathematical framework for analyzing synthetic aperture radar (SAR) images resulting from the interaction of multiple factors like sky lum...
CP
2005
Springer
14 years 2 months ago
2005
Springer
Besides search, complete inference methods can also be used to solve soft constraint problems. Their main drawback is the high spatial complexity. To improve its practical usage, w...
GECCO
2007
Springer
14 years 2 months ago
2007
Springer
Simulated binary crossover (SBX) is a real-parameter recombination operator which is commonly used in the evolutionary algorithm (EA) literature. The operator involves a parameter...