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APJOR
2010
118views more  APJOR 2010»
13 years 8 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
TEC
2010
162views more  TEC 2010»
13 years 4 months ago
Computational Evolutionary Embryogeny
in HTML. Full version in PDF. 08i YOGEV, O., SHAPIRO, A. A., AND ANTONSSON, E. K. Computational Evolutionary Embryogeny. IEEE Transactions on Evolutionary Computation. Accepted for...
Or Yogev, Andrew A. Shapiro, Erik K. Antonsson
FUN
2010
Springer
240views Algorithms» more  FUN 2010»
14 years 2 months ago
Symmetric Monotone Venn Diagrams with Seven Curves
An n-Venn diagram consists of n curves drawn in the plane in such a way that each of the 2n possible intersections of the interiors and exteriors of the curves forms a connected no...
Tao Cao, Khalegh Mamakani, Frank Ruskey
ICIP
2010
IEEE
13 years 7 months ago
Exemplar-Based EM-like image denoising via manifold reconstruction
Discovering local geometry of low-dimensional manifold embedded into a high-dimensional space has been widely studied in the literature of machine learning. Counter-intuitively, w...
Xin Li
DC
2010
13 years 10 months ago
An optimal maximal independent set algorithm for bounded-independence graphs
We present a novel distributed algorithm for the maximal independent set (MIS) problem.1 On bounded-independence graphs (BIG) our deterministic algorithm finishes in O(log n) time,...
Johannes Schneider, Roger Wattenhofer