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...
As Field Programmable Gate Arrays (FPGAs) have reached capacities beyond millions of equivalent gates, it becomes possible to accelerate floating-point scientific computing applica...
Distributed allocation mechanisms rely on the agents' autonomous (and supposedly rational) behaviour: states evolve as a result of agents contracting deals and exchanging res...
Abstract. Relevance feedback (RF) has been an effective query modification approach to improving the performance of information retrieval (IR) by interactively asking a user whet...
In this paper, we propose a new lower approximation scheme for POMDP with discounted and average cost criterion. The approximating functions are determined by their values at a fi...