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154
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AOR
2010
15 years 25 days ago
Computing general static-arbitrage bounds for European basket options via Dantzig-Wolfe decomposition
We study the problem of computing general static-arbitrage bounds for European basket options; that is, computing bounds on the price of a basket option, given the only assumption...
Javier Peña, Xavier Saynac, Juan Carlos Ver...
DSN
2007
IEEE
15 years 7 months ago
Bounding Peer-to-Peer Upload Traffic in Client Networks
Peer-to-peer technique has now become one of the major techniques to exchange digital content between peers of the same interest. However, as the amount of peer-topeer traffic inc...
Chun-Ying Huang, Chin-Laung Lei
159
Voted
JSSPP
2007
Springer
15 years 9 months ago
QBETS: Queue Bounds Estimation from Time Series
Most space-sharing parallel computers presently operated by high-performance computing centers use batch-queuing systems to manage processor allocation. Because these machines are...
Daniel Nurmi, John Brevik, Richard Wolski
RTAS
2005
IEEE
15 years 9 months ago
Feedback-Based Dynamic Voltage and Frequency Scaling for Memory-Bound Real-Time Applications
Dynamic voltage and frequency scaling is increasingly being used to reduce the energy requirements of embedded and real-time applications by exploiting idle CPU resources, while s...
Christian Poellabauer, Leo Singleton, Karsten Schw...
IWOCA
2009
Springer
157views Algorithms» more  IWOCA 2009»
15 years 10 months ago
Forbidden Subgraph Colorings and the Oriented Chromatic Number
: We present an improved upper bound of O(d1+ 1 m−1 ) for the (2, F)-subgraph chromatic number χ2,F (G) of any graph G of maximum degree d. Here, m denotes the minimum number of...
N. R. Aravind, C. R. Subramanian