Abstract. Currently, there are two market models for valuation and risk management of interest rate derivatives, the LIBOR and swap market models. We introduce arbitrage-free const...
A fast 3D model reconstruction methodology is desirable in many applications such as urban planning, training, and simulations. In this paper, we develop an automated algorithm fo...
To solve the cruise two-dimensional revenue management problem and develop such an automated system under uncertain environment, a static model which is a stochastic integer progr...
Management of extra-functional properties in component models is one of the main challenges in the component-based software engineering community. Still, the starting point in thei...
— The Parallel Resource-Optimal (PRO) computation model was introduced by Gebremedhin et al. [2002] as a framework for the design and analysis of efficient parallel algorithms. ...