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MANSCI
2006
82views more  MANSCI 2006»
15 years 6 months ago
Pricing American-Style Derivatives with European Call Options
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,...
NC
2006
149views Neural Networks» more  NC 2006»
15 years 6 months ago
The Construction of Minimal DNA Expressions
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...
IEICET
2007
131views more  IEICET 2007»
15 years 6 months ago
High Accuracy Fundamental Matrix Computation and Its Performance Evaluation
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 ...
Ken-ichi Kanatani, Yasuyuki Sugaya
SIAMCO
2008
96views more  SIAMCO 2008»
15 years 6 months ago
Nonlinear Optimal Control via Occupation Measures and LMI-Relaxations
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...
IJAIT
2007
119views more  IJAIT 2007»
15 years 6 months ago
Minimizing the makespan for Unrelated Parallel Machines
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...