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FS
2010
148views more  FS 2010»
15 years 5 months ago
Option hedging for small investors under liquidity costs
Following the framework of C¸etin, Jarrow and Protter [4] we study the problem of super-replication in presence of liquidity costs under additional restrictions on the gamma of th...
Umut Çetin, H. Mete Soner, Nizar Touzi
FUIN
2010
112views more  FUIN 2010»
15 years 5 months ago
An Empirical Study of QBF Encodings: from Treewidth Estimation to Useful Preprocessing
From an empirical point of view, the hardness of quantified Boolean formulas (QBFs), can be characterized by the (in)ability of current state-of-the-art QBF solvers to decide abo...
Luca Pulina, Armando Tacchella
ICFEM
2010
Springer
15 years 5 months ago
A Modular Scheme for Deadlock Prevention in an Object-Oriented Programming Model
Despite the advancements of concurrency theory in the past decades, practical concurrent programming has remained a challenging activity. Fundamental problems such as data races an...
Scott West, Sebastian Nanz, Bertrand Meyer
166
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INFOCOM
2010
IEEE
15 years 5 months ago
Change Management in Enterprise IT Systems: Process Modeling and Capacity-optimal Scheduling
Abstract—We provide a formal model for the Change Management process for Enterprise IT systems, and develop change scheduling algorithms that seek to attain the “change capacit...
Praveen Kumar Muthuswamy, Koushik Kar, Sambit Sahu...
JMLR
2010
115views more  JMLR 2010»
15 years 5 months ago
Message-passing for Graph-structured Linear Programs: Proximal Methods and Rounding Schemes
The problem of computing a maximum a posteriori (MAP) configuration is a central computational challenge associated with Markov random fields. There has been some focus on “tr...
Pradeep Ravikumar, Alekh Agarwal, Martin J. Wainwr...