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    APJOR
    2010
    118views more  APJOR 2010»
    Alternative Randomization for Valuing American Options
    13 years 10 months ago
    Alternative Randomization for Valuing American Options
    Download  www.econ.hokudai.ac.jp
    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
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    APJOR
    2007
    82views more  APJOR 2007»
    On the Construction of Gap Functions for Variational Inequalities via Conjugate duality
    14 years 18 days ago
    On the Construction of Gap Functions for Variational Inequalities via Conjugate duality
    Download  www-user.tu-chemnitz.de
    : In this paper we deal with the construction of gap functions for variational inequalities by using an approach which bases on the conjugate duality. Under certain assumptions we ...
    Lkhamsuren Altangerel, Radu Ioan Bot, Gert Wanka
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    APJOR
    2007
    58views more  APJOR 2007»
    Online Algorithms for Scheduling with Machine Activation Cost
    14 years 18 days ago
    Online Algorithms for Scheduling with Machine Activation Cost
    Download  www-2.zju.edu.cn
    Yong He, Shuguang Han, Yiwei Jiang
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