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SIAMSC
2008
143views more  SIAMSC 2008»
15 years 5 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
KESAMSTA
2007
Springer
15 years 12 months ago
Ontology Agent Based Rule Base Fuzzy Cognitive Maps
This work proposes a framework for the design and development of Ontology Agents oriented to manage Rule Base Fuzzy Cognitive Maps (RBFCM). The approach takes into account the foun...
Alejandro Peña Ayala, Humberto Sossa, Franc...
CLUSTER
2007
IEEE
16 years 5 days ago
Non-collective parallel I/O for global address space programming models
— Achieving high performance for out-of-core applications typically involves explicit management of the movement of data between the disk and the physical memory. We are developi...
Sriram Krishnamoorthy, Juan Piernas, Vinod Tippara...
AAMAS
2004
Springer
15 years 5 months ago
The dMARS Architecture: A Specification of the Distributed Multi-Agent Reasoning System
The Procedural Reasoning System (PRS) is the best established agent architecture currently available. It has been deployed in many major industrial applications, ranging from fault...
Mark d'Inverno, Michael Luck, Michael P. Georgeff,...
ICDCIT
2005
Springer
15 years 11 months ago
Off-Line Micro-payment System for Content Sharing in P2P Networks
— Micro-payment systems have the potential to provide non-intrusive, high-volume and low-cost pay-asyou-use services for a wide variety of web-based applications. We proposed a n...
Xiaoling Dai, John C. Grundy