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JCAM
2010
107views more  JCAM 2010»
15 years 1 months ago
Pricing and hedging Asian basket spread options
Asian options, basket options and spread options have been extensively studied in literature. However, few papers deal with the problem of pricing general Asian basket spread opti...
Griselda Deelstra, Alexandre Petkovic, Michè...
GECCO
2009
Springer
144views Optimization» more  GECCO 2009»
16 years 22 days ago
Using automated search to generate test data for matlab
The critical functionality of many software applications relies on code that performs mathematically complex computations. However, such code is often difficult to test owing to t...
Sion Ll Rhys, Simon M. Poulding, John A. Clark
IV
2002
IEEE
105views Visualization» more  IV 2002»
15 years 11 months ago
IVPrototype - An Information Visualization Prototype
IVPrototype is an Information Visualization Prototype for the visualization of both geometrical and non-geometrical data. Our goal is to provide a generic system that automaticall...
Maria Beatriz Carmo, João Duarte Cunha, Ana...
CDC
2009
IEEE
104views Control Systems» more  CDC 2009»
15 years 11 months ago
Moment-based analysis of synchronization in small-world networks of oscillators
— In this paper, we investigate synchronization in a small-world network of coupled nonlinear oscillators. This network is constructed by introducing random shortcuts in a neares...
Victor M. Preciado, Ali Jadbabaie
CDC
2009
IEEE
130views Control Systems» more  CDC 2009»
15 years 11 months ago
Spectral analysis of virus spreading in random geometric networks
— In this paper, we study the dynamics of a viral spreading process in random geometric graphs (RGG). The spreading of the viral process we consider in this paper is closely rela...
Victor M. Preciado, Ali Jadbabaie