354 search results - page 36 / 71 » Approximate Option Pricing |
SODA
2008
ACM
13 years 9 months ago
2008
ACM
We analyze several distributed, continuous time protocols for a fair allocation of bandwidths to flows in a network (or resources to agents). Our protocols converge to an allocati...
KDD
2007
ACM
14 years 8 months ago
2007
ACM
The increasing pervasiveness of the Internet has dramatically changed the way that consumers shop for goods. Consumergenerated product reviews have become a valuable source of inf...
FOCS
2009
IEEE
14 years 2 months ago
2009
IEEE
— We study the complexity of rationalizing network formation. In this problem we fix an underlying model describing how selfish parties (the vertices) produce a graph by making...
ICASSP
2008
IEEE
14 years 2 months ago
2008
IEEE
Recently, we successfully developed and reported a new unsupervised online adaptation technique, which jointly compensates for additive and convolutive distortions with vector Tay...
IOR
2006
13 years 7 months ago
2006
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...