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WSC
2007
15 years 8 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
NOLISP
2005
Springer
15 years 12 months ago
Synthesis of Disordered Voices
This presentation concerns the simulation of disordered voices. The synthesis is based on shaping functions, which are nonlinear memoryless inputoutput characteristics that transfo...
Julien Hanquinet, Francis Grenez, Jean Schoentgen
BMCBI
2010
124views more  BMCBI 2010»
15 years 6 months ago
A factor model to analyze heterogeneity in gene expression
Background: Microarray technology allows the simultaneous analysis of thousands of genes within a single experiment. Significance analyses of transcriptomic data ignore the gene d...
Yuna Blum, Guillaume Le Mignon, Sandrine Lagarrigu...
BMCBI
2004
146views more  BMCBI 2004»
15 years 6 months ago
Defining transcriptional networks through integrative modeling of mRNA expression and transcription factor binding data
Background: Functional genomics studies are yielding information about regulatory processes in the cell at an unprecedented scale. In the yeast S. cerevisiae, DNA microarrays have...
Feng Gao, Barrett C. Foat, Harmen J. Bussemaker
POPL
2007
ACM
16 years 6 months ago
Geometry of synthesis: a structured approach to VLSI design
We propose a new technique for hardware synthesis from higherorder functional languages with imperative features based on Reynolds's Syntactic Control of Interference. The re...
Dan R. Ghica