We revisit the stochastic mesh method for pricing American options, from a conditioning viewpoint, rather than the importance sampling viewpoint of Broadie and Glasserman (1997). ...
Recent advances in high-performance computing have pushed computational capabilities to a petaflop (a thousand trillion operations per second) in a single computing cluster. This ...
This paper focuses on analyzing (Japanese) splogs based on various characteristics of keywords contained in them. We estimate the behavior of spammers when creating splogs from ot...
Autonomic Management capabilities become increasingly important for attaining functional and quality goals in software systems. Nonetheless, successful Autonomic Management soluti...
Circuit design under process variation can be formulated mathematically as a robust optimization problem with a yield constraint. Existing methods force designers to either resort...
Yu Ben, Laurent El Ghaoui, Kameshwar Poolla, Costa...