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SIAMSC
2008
143views more  SIAMSC 2008»
13 years 10 months ago
Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model
Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...
Jari Toivanen
CSR
2007
Springer
14 years 4 months ago
Maximal Intersection Queries in Randomized Graph Models
Consider a family of sets and a single set, called query set. How can one quickly find a member of the family which has a maximal intersection with the query set? Strict time cons...
Benjamin Hoffmann, Yury Lifshits, Dirk Nowotka
CORR
2010
Springer
98views Education» more  CORR 2010»
13 years 10 months ago
Maximal Intersection Queries in Randomized Input Models
Consider a family of sets and a single set, called the query set. How can one quickly find a member of the family which has a maximal intersection with the query set? Time constra...
Benjamin Hoffmann, Mikhail Lifshits, Yury Lifshits...
PC
2007
133views Management» more  PC 2007»
13 years 9 months ago
Data distribution for dense factorization on computers with memory heterogeneity
In this paper, we study the problem of optimal matrix partitioning for parallel dense factorization on heterogeneous processors. First, we outline existing algorithms solving the ...
Alexey L. Lastovetsky, Ravi Reddy
ICC
2008
IEEE
115views Communications» more  ICC 2008»
14 years 4 months ago
Connectivity Model for Wireless Mesh Networks
—This paper presents a novel methodology for finding the network connectivity in wireless mesh networks while taking into account dependencies existing between links of geometri...
Mohamed Abou El Saoud, Hussein Al-Zubaidy, Samy Ma...