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EOR
2010
99views more  EOR 2010»
13 years 2 months ago
Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming
We analyze the problem of pricing and hedging contingent claims in the multi-period, discrete time, discrete state case using the concept of a sufficiently attractive expected gai...
Mustafa Ç. Pinar, Aslihan Salih, Ahmet Camc...
TELSYS
2010
147views more  TELSYS 2010»
13 years 2 months ago
A new worm propagation threat in BitTorrent: modeling and analysis
Peer-to-peer (p2p) networking technology has gained popularity as an efficient mechanism for users to obtain free services without the need for centralized servers. Protecting thes...
Sinan Hatahet, Abdelmadjid Bouabdallah, Yacine Cha...
CEC
2010
IEEE
12 years 11 months ago
A hybrid genetic algorithm for rescue path planning in uncertain adversarial environment
— Efficient vehicle path planning in hostile environment to carry out rescue or tactical logistic missions remains very challenging. Most approaches reported so far relies on key...
Jean Berger, Khaled Jabeur, Abdeslem Boukhtouta, A...
IROS
2008
IEEE
243views Robotics» more  IROS 2008»
14 years 1 months ago
Fast plane detection and polygonalization in noisy 3D range images
— A very fast but nevertheless accurate approach for surface extraction from noisy 3D point clouds is presented. It consists of two parts, namely a plane fitting and a polygonal...
Jann Poppinga, Narunas Vaskevicius, Andreas Birk 0...
ICIP
2001
IEEE
14 years 9 months ago
The curvelet transform for image denoising
We describe approximate digital implementations of two new mathematical transforms, namely, the ridgelet transform [3] and the curvelet transform [7, 6]. Our implementations offer...
Emmanuel J. Candès