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IOR
2006
91views more  IOR 2006»
13 years 7 months ago
Robust One-Period Option Hedging
The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...
Frank Lutgens, Jos F. Sturm, Antoon Kolen
ICPR
2008
IEEE
14 years 2 months ago
Clustering-based locally linear embedding
The locally linear embedding (LLE) algorithm is considered as a powerful method for the problem of nonlinear dimensionality reduction. In this paper, first, a new method called cl...
Kanghua Hui, Chunheng Wang
VISUALIZATION
2000
IEEE
14 years 8 days ago
Anisotropic geometric diffusion in surface processing
A new multiscale method in surface processing is presented here which combines the image processing methodology based on nonlinear diffusion equations and the theory of geometric ...
Ulrich Clarenz, Udo Diewald, Martin Rumpf
DAC
1997
ACM
14 years 2 days ago
An Improved Algorithm for Minimum-Area Retiming
The concept of improving the timing behavior of a circuit by relocating flip-flops is called retiming and was first presented by Leiserson and Saxe. The ASTRA algorithm propose...
Naresh Maheshwari, Sachin S. Sapatnekar
HYBRID
2009
Springer
14 years 2 months ago
Optimal Boundary Control of Convention-Reaction Transport Systems with Binary Control Functions
We investigate a new approach for solving boundary control problems for dynamical systems that are governed by transport equations, when the control function is restricted to binar...
Falk M. Hante, Günter Leugering