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» Multiple Scattering as a Diffusion Process
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HPCS
2005
IEEE
14 years 1 months ago
Parallel Lattice Implementation for Option Pricing under Mixed State-Dependent Volatility Models
— With the principal goal of developing an alternative, relatively simple and tractable pricing framework for accurately reproducing a market implied volatility surface, this pap...
Giuseppe Campolieti, Roman Makarov
WWW
2006
ACM
14 years 8 months ago
Merging trees: file system and content integration
XML is the predominant format for representing structured information inside documents, but it stops at the level of files. This makes it hard to use XML-oriented tools to process...
Erik Wilde
CCGRID
2009
IEEE
14 years 2 months ago
Improving Parallel Write by Node-Level Request Scheduling
In a cluster of multiple processors or cpu-cores, many processes may run on each compute node. Each process tends to issue contiguous I/O requests for snapshot, checkpointing or s...
Kazuki Ohta, Hiroya Matsuba, Yutaka Ishikawa
CSDA
2011
12 years 11 months ago
Error rates for multivariate outlier detection
Multivariate outlier identification requires the choice of reliable cut-off points for the robust distances that measure the discrepancy from the fit provided by high-breakdown...
Andrea Cerioli, Alessio Farcomeni
TOG
2012
265views Communications» more  TOG 2012»
11 years 9 months ago
Tailored displays to compensate for visual aberrations
We introduce tailored displays that enhance visual acuity by decomposing virtual objects and placing the resulting anisotropic pieces into the subject’s focal range. The goal is...
Vitor F. Pamplona, Manuel M. Oliveira, Daniel G. A...