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SIAMSC
2008
143views more  SIAMSC 2008»
15 years 4 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
TALG
2008
97views more  TALG 2008»
15 years 4 months ago
On an infinite family of solvable Hanoi graphs
The Tower of Hanoi problem is generalized by placing pegs on the vertices of a given directed graph G with two distinguished vertices, S and D, and allowing moves only along arcs o...
Dany Azriel, Noam Solomon, Shay Solomon
JAIR
2007
111views more  JAIR 2007»
15 years 4 months ago
Proactive Algorithms for Job Shop Scheduling with Probabilistic Durations
Most classical scheduling formulations assume a fixed and known duration for each activity. In this paper, we weaken this assumption, requiring instead that each duration can be ...
J. Christopher Beck, Nic Wilson
TNN
2008
88views more  TNN 2008»
15 years 4 months ago
A New Approach to Knowledge-Based Design of Recurrent Neural Networks
Abstract-- A major drawback of artificial neural networks (ANNs) is their black-box character. This is especially true for recurrent neural networks (RNNs) because of their intrica...
Eyal Kolman, Michael Margaliot
TWC
2008
227views more  TWC 2008»
15 years 4 months ago
Cross-layer optimization frameworks for multihop wireless networks using cooperative diversity
We propose cross-layer optimization frameworks for multihop wireless networks using cooperative diversity. These frameworks provide solutions to fundamental relaying problems of de...
Long Le, Ekram Hossain