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WSC
2007
13 years 10 months ago
American option pricing under stochastic volatility: a simulation-based approach
We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
Arunachalam Chockalingam, Kumar Muthuraman
CEAS
2008
Springer
13 years 10 months ago
Detecting Known and New Salting Tricks in Unwanted Emails
Spam and phishing emails are not only annoying to users, but are a real threat to internet communication and web economy. The fight against unwanted emails has become a cat-and-mo...
André Bergholz, Gerhard Paass, Frank Reicha...
ACL
2008
13 years 9 months ago
Learning Effective Multimodal Dialogue Strategies from Wizard-of-Oz Data: Bootstrapping and Evaluation
We address two problems in the field of automatic optimization of dialogue strategies: learning effective dialogue strategies when no initial data or system exists, and evaluating...
Verena Rieser, Oliver Lemon
IADIS
2003
13 years 9 months ago
Effects of Ordered Access Lists in Firewalls
Firewalls are hardware and software systems that protect a network from attacks coming from the Internet. Packet filtering firewalls are efficient, fast and provide a good level o...
Faheem Bukhatwa, Ahmed Patel
MASCOTS
2003
13 years 9 months ago
An Evaluation Framework For Active Queue Management Schemes
Over the last decade numerous Active Queue Management (AQM) schemes have been proposed in the literature. Many of these studies have been directed towards improving congestion con...
Arkaitz Bitorika, Mathieu Robin, Meriel Huggard