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IOR
2006
91views more  IOR 2006»
13 years 6 months ago
Robust One-Period Option Hedging
The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...
Frank Lutgens, Jos F. Sturm, Antoon Kolen
OPODIS
2007
13 years 8 months ago
Small-World Networks: From Theoretical Bounds to Practical Systems
Abstract. In small-world networks, each peer is connected to its closest neighbors in the network topology, as well as to additional long-range contact(s), also called shortcut(s)....
François Bonnet, Anne-Marie Kermarrec, Mich...
ACMMSP
2006
ACM
226views Hardware» more  ACMMSP 2006»
13 years 10 months ago
Smarter garbage collection with simplifiers
We introduce a method for providing lightweight daemons, called simplifiers, that attach themselves to program data. If a data item has a simplifier, the simplifier may be run aut...
Melissa E. O'Neill, F. Warren Burton
CVPR
2012
IEEE
11 years 9 months ago
On SIFTs and their scales
Scale invariant feature detectors often find stable scales in only a few image pixels. Consequently, methods for feature matching typically choose one of two extreme options: mat...
Tal Hassner, Viki Mayzels, Lihi Zelnik-Manor
ATAL
2008
Springer
13 years 8 months ago
Multi agent based simulation of transport chains
An agent-based tool for micro-level simulation of transport chains (TAPAS) is described. It is more powerful than traditional approaches as it is able to capture the interactions ...
Paul Davidsson, Johan Holmgren, Jan A. Persson, Li...