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WSC
2007
13 years 10 months ago
American option pricing under stochastic volatility: a simulation-based approach
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...
Arunachalam Chockalingam, Kumar Muthuraman
ANSS
2007
IEEE
14 years 2 months ago
Performance Analysis of an Optimistic Simulator for CD++
DEVS is a formalism to describe generic dynamic systems in a hierarchical and modular way. We present new techniques for executing DEVS and CellDEVS models in parallel and distrib...
Qi Liu, Gabriel A. Wainer
INFOCOM
2007
IEEE
14 years 2 months ago
Dynamic Cross-Layer Association in 802.11-Based Mesh Networks
—In IEEE 802.11-based wireless mesh networks a user is associated with an access point (AP) in order to communicate and be part of the overall network. The association mechanism ...
George Athanasiou, Thanasis Korakis, Özgü...
JSAC
2008
123views more  JSAC 2008»
13 years 7 months ago
A Game Theoretical Framework for Dynamic Pricing-Based Routing in Self-Organized MANETs
In self-organized mobile ad hoc networks (MANETs) where each user is its own authority, fully cooperative behaviors, such as unconditionally forwarding packets for each other or ho...
Zhu Ji, Wei Yu, K. J. Ray Liu
ITSSA
2006
581views more  ITSSA 2006»
13 years 7 months ago
Agent-Based Approach for Web Crawling
: Since its creation in 1990, World Wide Web has increased the popularity of Internet which becomes an important source of information or services for all people over the world. Th...
Maxime Wack, Mohamed Bakhouya, Jaafar Gaber