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APJOR
2010
118views more  APJOR 2010»
13 years 6 months ago
Alternative Randomization for Valuing American Options
This paper provides a fast and accurate randomization algorithm for valuing American puts and calls on dividend-paying stocks and their early exercise boundaries. The primal focus...
Toshikazu Kimura
SODA
2010
ACM
142views Algorithms» more  SODA 2010»
13 years 7 months ago
Speeding up random walks with neighborhood exploration
We consider the following marking process (rw-rand) made by a random walk on an undirected graph G. Upon arrival at a vertex v, it marks v if unmarked and otherwise it marks a ran...
Petra Berenbrink, Colin Cooper, Robert Elsaesser, ...
CVPR
2004
IEEE
14 years 10 months ago
Efficient Belief Propagation for Early Vision
Markov random field models provide a robust and unified framework for early vision problems such as stereo, optical flow and image restoration. Inference algorithms based on graph...
Pedro F. Felzenszwalb, Daniel P. Huttenlocher
ACCV
2010
Springer
13 years 3 months ago
Four Color Theorem for Fast Early Vision
Recent work on early vision such as image segmentation, image restoration, stereo matching, and optical flow models these problems using Markov Random Fields. Although this formula...
Radu Timofte, Luc J. Van Gool
TCOM
2010
83views more  TCOM 2010»
13 years 3 months ago
Early-Elimination Modification for Priority-First Search Decoding
Abstract--In order to release the growing demand for computational complexity with respect to increasing information sequence length in the priority-first search decoding algorithm...
Shin-Lin Shieh, Po-Ning Chen, Yunghsiang S. Han, T...