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SIAMFM
2011
72views more  SIAMFM 2011»
14 years 9 months ago
Robust Hedging of Double Touch Barrier Options
We consider model-free pricing of digital options, which pay out if the underlying asset has crossed both upper and lower barriers. We make only weak assumptions about the underly...
A. M. G. Cox, Jan Obloj
IPPS
2007
IEEE
16 years 1 months ago
On the Path to Enable Multi-scale Biomolecular Simulations on PetaFLOPS Supercomputer with Multi-core Processors
1 Biological processes occurring inside cell involve multiple scales of time and length; many popular theoretical and computational multi-scale techniques utilize biomolecular simu...
Sadaf R. Alam, Pratul K. Agarwal
CIE
2010
Springer
15 years 7 months ago
Computable Ordered Abelian Groups and Fields
Abstract. We present transformations of linearly ordered sets into ordered abelian groups and ordered fields. We study effective properties of the transformations. In particular, w...
Alexander G. Melnikov
INFOCOM
2011
IEEE
14 years 10 months ago
Secure and practical outsourcing of linear programming in cloud computing
—Cloud Computing has great potential of providing robust computational power to the society at reduced cost. It enables customers with limited computational resources to outsourc...
Cong Wang, Kui Ren, Jia Wang
GRC
2007
IEEE
16 years 1 months ago
Towards Mobile Internet: Location Privacy Threats and Granular Computation Challenges
The bulk of contents out on the Internet continue to grow at an astounding pace. As computing and communications become ubiquitous, we are entering the Mobile Internet Computing e...
Ling Liu