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» On the Number of Distributive Lattices
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HPCS
2005
IEEE
14 years 2 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
TIT
1998
78views more  TIT 1998»
13 years 8 months ago
Stationary Markov Random Fields on a Finite Rectangular Lattice
—This paper provides a complete characterization of stationary Markov random fields on a finite rectangular (nontoroidal) lattice in the basic case of a second-order neighborho...
Fréderic Champagnat, Jérôme Id...
ICPP
2009
IEEE
14 years 3 months ago
Accelerating Lattice Boltzmann Fluid Flow Simulations Using Graphics Processors
—Lattice Boltzmann Methods (LBM) are used for the computational simulation of Newtonian fluid dynamics. LBM-based simulations are readily parallelizable; they have been implemen...
Peter Bailey, Joe Myre, Stuart D. C. Walsh, David ...
ITS
2004
Springer
137views Multimedia» more  ITS 2004»
14 years 2 months ago
Integrating Intelligent Agents, User Models, and Automatic Content Categorization in a Virtual Environment
This work is devoted to lattice-based information representation of correlations among delivery criteria in transport logistics. The number of delivery criteria, their ranking acc...
Cássia Trojahn dos Santos, Fernando Santos ...
ECAI
2010
Springer
13 years 7 months ago
Local search algorithms on the Stable Marriage Problem: Experimental Studies
The stable marriage problem (SM) has a wide variety of practical applications, ranging from matching resident doctors to hospitals, to matching students to schools, or more general...
Mirco Gelain, Maria Silvia Pini, Francesca Rossi, ...