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WSC
2007
15 years 9 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
WSC
2007
15 years 9 months ago
Measuring manufacturing throughput using takt time analysis and simulation
This paper is motivated by a case study performed at a company that manufactures two main types of customized products. In an effort to significantly increase their throughput cap...
Jun Duanmu, Kevin Taaffe
ACMACE
2008
ACM
15 years 8 months ago
BeatBender: subsumption architecture for autonomous rhythm generation
BeatBender is a computer music project that explores a new method for generating emergent rhythmic drum patterns using the subsumption architecture. Rather than explicitly coding ...
Aaron Levisohn, Philippe Pasquier
ANTSW
2008
Springer
15 years 8 months ago
Lattice Formation in Space for a Swarm of Pico Satellites
We present a distributed control strategy that lets a swarm of satellites autonomously form a lattice in orbit around a planet. The system, based on the artificial potential field ...
Carlo Pinciroli, Mauro Birattari, Elio Tuci, Marco...
ARC
2008
Springer
115views Hardware» more  ARC 2008»
15 years 8 months ago
A High Throughput FPGA-based Floating Point Conjugate Gradient Implementation
As Field Programmable Gate Arrays (FPGAs) have reached capacities beyond millions of equivalent gates, it becomes possible to accelerate floating-point scientific computing applica...
Antonio Roldao Lopes, George A. Constantinides