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AOR
2010
13 years 5 months 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
14 years 2 days 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
JSSPP
2007
Springer
14 years 2 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
14 years 1 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»
14 years 2 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