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...
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...
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...
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...
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,...