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FS
2010
105views more  FS 2010»
13 years 7 months ago
Local time and the pricing of time-dependent barrier options
Abstract A time-dependent double-barrier option is a derivative security that delivers the terminal value φ(ST ) at expiry T if neither of the continuous time-dependent barriers b...
Aleksandar Mijatovic
JCT
2010
71views more  JCT 2010»
13 years 7 months ago
A multilinear operator for almost product evaluation of Hankel determinants
In a recent paper we have presented a method to evaluate certain Hankel determinants as almost products; i.e. as a sum of a small number of products. The technique to find the ex...
Ömer Egecioglu, Timothy Redmond, Charles Ryav...
MFCS
2010
Springer
13 years 7 months ago
Robust Computations with Dynamical Systems
Abstract. In this paper we discuss the computational power of Lipschitz dynamical systems which are robust to infinitesimal perturbations. Whereas the study in [1] was done only f...
Olivier Bournez, Daniel S. Graça, Emmanuel ...
ATMOS
2010
162views Optimization» more  ATMOS 2010»
13 years 7 months ago
Heuristics for the Traveling Repairman Problem with Profits
In the traveling repairman problem with profits, a repairman (also known as the server) visits a subset of nodes in order to collect time-dependent profits. The objective consists...
Thijs Dewilde, Dirk Cattrysse, Sofie Coene, Frits ...
SIGSOFT
2010
ACM
13 years 7 months ago
Software economies
Software construction has typically drawn on engineering metaphors like building bridges or cathedrals, which emphasize architecture, specification, central planning, and determin...
David F. Bacon, Eric Bokelberg, Yiling Chen, Ian A...