354 search results - page 56 / 71 » Approximate Option Pricing |
ANOR
2007
13 years 7 months ago
2007
The quality of multi-stage stochastic optimization models as they appear in asset liability management, energy planning, transportation, supply chain management, and other applicat...
MOR
2006
13 years 7 months ago
2006
This paper provides guidance for operating an assemble-to-order system to maximize expected discounted profit, assuming that a high volume of prospective customers arrive per unit...
STOC
2012
ACM
11 years 10 months ago
2012
ACM
We consider the problem of computing the k-sparse approximation to the discrete Fourier transform of an ndimensional signal. We show: • An O(k log n)-time randomized algorithm f...
WINE
2009
Springer
14 years 2 months ago
2009
Springer
We consider weighted linear congestion games, and investigate how social ignorance, namely lack of information about the presence of some players, affects the inefficiency of pure...
FOCS
2008
IEEE
14 years 2 months ago
2008
IEEE
Abstract— We consider the approximate sparse recovery problem, where the goal is to (approximately) recover a highdimensional vector x ∈ Rn from its lower-dimensional sketch Ax...