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STOC
2012
ACM
251views Algorithms» more  STOC 2012»
11 years 10 months ago
Minimax option pricing meets black-scholes in the limit
Option contracts are a type of financial derivative that allow investors to hedge risk and speculate on the variation of an asset’s future market price. In short, an option has...
Jacob Abernethy, Rafael M. Frongillo, Andre Wibiso...
SAMOS
2005
Springer
14 years 28 days ago
Micro-architecture Performance Estimation by Formula
An analytical performance model for out of order issue superscalar micro-processors is presented. This model quantifies the performance impacts of micro-architecture design option...
Lucanus J. Simonson, Lei He
DATE
2008
IEEE
174views Hardware» more  DATE 2008»
14 years 1 months ago
Calibration of Integrated CMOS Hall Sensors Using Coil-on-Chip in ATE Environment
Due to high demand for hall sensors mostly in the automotive and industrial applications, development and manufacturing of hall sensors in System-on-Chip (SoC) became more importa...
Mustafa Badaroglu, Guy Decabooter, Francois Laulan...
WFLP
2000
Springer
82views Algorithms» more  WFLP 2000»
13 years 11 months ago
Strong and NV-sequentiality of constructor systems
Constructor Systems (CSs) are an important subclass of Term Rewriting Systems (TRSs) which can be used stract model of some programming languages. While normalizing strategies are...
Salvador Lucas
DAGSTUHL
2006
13 years 8 months ago
On impossibility of sequential algorithmic forecasting
The problem of prediction future event given an individual sequence of past events is considered. Predictions are given in form of real numbers pn which are computed by some algori...
Vladimir V. V'yugin