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SIAMSC
2008
143views more  SIAMSC 2008»
13 years 7 months ago
Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model
Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...
Jari Toivanen
MLCW
2005
Springer
14 years 1 months ago
Evaluating Predictive Uncertainty Challenge
This Chapter presents the PASCAL1 Evaluating Predictive Uncertainty Challenge, introduces the contributed Chapters by the participants who obtained outstanding results, and provide...
Joaquin Quiñonero Candela, Carl Edward Rasm...
APGV
2009
ACM
196views Visualization» more  APGV 2009»
14 years 2 months ago
Effects of animation, user-controlled interactions, and multiple static views in understanding 3D structures
Visualizations of 3D spatial structures use various techniques such as user controlled interactions or 2D projection views to convey the structure to users. Researchers have shown...
Taylor Sando, Melanie Tory, Pourang Irani
MOBIDE
2010
ACM
13 years 8 months ago
A cooperative spatial-aware cache for mobile environments
In many scenarios, particularly in military and emergency response operations, mobile nodes that are in close proximity to each other exhibit a high degree of data affinity. For ex...
Fernando J. Maymi, Manuel Rodriguez-Martinez, Wolf...
CCE
2006
13 years 7 months ago
Global optimization for the synthesis of integrated water systems in chemical processes
In this paper, we address the problem of optimal synthesis of an integrated water system, where water using processes and water treatment operations are combined into a single net...
Ramkumar Karuppiah, Ignacio E. Grossmann