We present a new approach to pricing American-style derivatives that is applicable to any Markovian setting (i.e., not limited to geometric Brownian motion) for which European cal...
Scott B. Laprise, Michael C. Fu, Steven I. Marcus,...
Abstract. We describe a formal language/notation for DNA molecules that may contain nicks and gaps. The elements of the language, DNA expressions, denote formal DNA molecules. Diff...
Rudy van Vliet, Hendrik Jan Hoogeboom, Grzegorz Ro...
We compare the convergence performance of different numerical schemes for computing the fundamental matrix from point correspondences over two images. First, we state the problem ...
We consider the class of nonlinear optimal control problems (OCP) with polynomial data, i.e., the differential equation, state and control constraints and cost are all described by...
Jean B. Lasserre, Didier Henrion, Christophe Prieu...
In this paper, we study the unrelated parallel machine problem for minimizing the makespan, which is NP-hard. We used Simulated Annealing (SA) and Tabu Search (TS) with Neighborho...
Yunsong Guo, Andrew Lim, Brian Rodrigues, Liang Ya...