32 search results - page 5 / 7 » Cache-optimal algorithms for option pricing |
WSC
2004
13 years 9 months ago
2004
Mortgage-Backed-Securities (MBS), as the largest investment class of fixed income securities, have always been hard to price. Because of the following reasons, normal numerical me...
HICSS
2007
IEEE
14 years 2 months ago
2007
IEEE
Abstract— The electricity price duration curve (EPDC) represents the probability distribution function of the electricity price considered as a random variable. The price uncerta...
ATAL
2006
Springer
13 years 11 months ago
2006
Springer
This paper proposes an efficient agent for competing in Cliff Edge (CE) environments, such as sealed-bid auctions, dynamic pricing and the ultimatum game. The agent competes in on...
GCC
2006
Springer
13 years 11 months ago
2006
Springer
In this paper, we propose a new scheduling algorithm with economic theory, called Black Scholes Market (BSM) algorithm for a class of Dynamic Jobs (DJ). BSM is based on the classi...
CISIS
2011
IEEE
12 years 7 months ago
2011
IEEE
—Computational performance increasingly depends on parallelism, and many systems rely on heterogeneous resources such as GPUs and FPGAs to accelerate computationally intensive ap...