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WSC
2007
15 years 9 months ago
American option pricing under stochastic volatility: a simulation-based approach
We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
Arunachalam Chockalingam, Kumar Muthuraman
174
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ATAL
2008
Springer
15 years 8 months ago
An approach to online optimization of heuristic coordination algorithms
Due to computational intractability, large scale coordination algorithms are necessarily heuristic and hence require tuning for particular environments. In domains where character...
Jumpol Polvichai, Paul Scerri, Michael Lewis
ATAL
2008
Springer
15 years 8 months ago
A cooperation-based approach for evolution of service ontologies
Communication among agents requires a common vocabulary to facilitate successful information exchange. One way to achieve this is to assume the existence of a common ontology amon...
Murat Sensoy, Pinar Yolum
ATAL
2006
Springer
15 years 8 months ago
An argumentation based approach for practical reasoning
We build on recent work on argumentation frameworks for generating desires and plans. We provide a rich instantiDung's abstract argumentation framework for (i) generating con...
Iyad Rahwan, Leila Amgoud
DAC
2005
ACM
15 years 8 months ago
Mapping statistical process variations toward circuit performance variability: an analytical modeling approach
A physical yet compact gate delay model is developed integrating short-channel effects and the Alpha-power law based timing model. This analytical approach accurately predicts bot...
Yu Cao, Lawrence T. Clark