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...
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...
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...
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 ...
—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...