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SAC
2002
ACM
13 years 10 months ago
2002
ACM
The theoretical price of a financial option is given by the expectation of its discounted expiry time payoff. The computation of this expectation depends on the density of the val...
TAPOS
1998
13 years 10 months ago
1998
Large object-oriented systems have, at least, four characteristics that complicate object communication, i.e the system is distributed and contains large numbers, e.g. thousands, ...
SIAMCO
2002
13 years 10 months ago
2002
There is a large literature on the rate of convergence problem for general unconstrained stochastic approximations. Typically, one centers the iterate n about the limit point then...
SIAMCO
2002
13 years 10 months ago
2002
As shown in [7], optimal control problems with either ODE or PDE dynamics can be solved efficiently using a setting of consistent approximations obtained by numerical discretizati...
TELSYS
1998
13 years 10 months ago
1998
The Multimedia Internet Terminal (MINT)1 is a flexible multimedia tool set that allows the establishment and control of multimedia sessions across the Internet. The system archit...