354 search results - page 55 / 71 » Approximate Option Pricing |
FS
2006
13 years 8 months ago
2006
Abstract. We present an iterative procedure for computing the optimal Bermudan stopping time, hence the Bermudan Snell envelope. The method produces an increasing sequence of appro...
PVLDB
2011
13 years 3 months ago
2011
Matching problems are ubiquitous. They occur in economic markets, labor markets, internet advertising, and elsewhere. In this paper we focus on an application of matching for soci...
TMI
2010
13 years 3 months ago
2010
The greatest impediment to practical adoption of iterative methods for X-ray CT is the computation burden of cone-beam forward and back-projectors. Moreover, forward and back-proje...
FSTTCS
2007
Springer
14 years 2 months ago
2007
Springer
We study several cost coloring problems, where we are given a graph and a cost function on the independent sets and are to find a coloring that minimizes the function costs of the...
ANOR
2008
13 years 8 months ago
2008
Procurement is one of the major activities in the Manufacturing Resource Planning (MRP II), which is closely coupled with inventory management. Any improvement in this area will h...