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WSC
1998
15 years 8 months ago
Efficiency Improvement by Lattice Rules for Pricing Asian Options
This paper compares Monte Carlo methods, lattice rules, and other low-discrepancy point sets on the problem of evaluating asian options. The combination of these methods with vari...
Christiane Lemieux, Pierre L'Ecuyer
DM
2008
105views more  DM 2008»
15 years 6 months ago
Fibonacci numbers, alternating parity sequences and faces of the tridiagonal Birkhoff polytope
We determine the number of alternating parity sequences that are subsequences of an increasing m-tuple of integers. For this and other related counting problems we find formulas th...
C. M. da Fonseca, E. Marques De Sá
FUIN
2006
68views more  FUIN 2006»
15 years 6 months ago
Expressing and Verifying Temporal and Structural Properties of Mobile Agents
Logics for expressing properties of Petri hypernets, a visual formalism for modelling mobile agents, are proposed. Two classes of properties are of interest--the temporal evolution...
Marek A. Bednarczyk, Wojciech Jamroga, Wieslaw Paw...
IJON
2006
64views more  IJON 2006»
15 years 6 months ago
Extraction of temporally correlated sources with its application to non-invasive fetal electrocardiogram extraction
This letter addresses the problem of fetal electrocardiogram (FECG) extraction. A class of source extraction algorithms is proposed, which uses a combination of two different appr...
Zhi-Lin Zhang, Zhang Yi
ECCC
2007
86views more  ECCC 2007»
15 years 6 months ago
On Parameterized Approximability
Abstract. Combining classical approximability questions with parameterized complexity, we introduce a theory of parameterized approximability. The main intention of this theory is ...
Yijia Chen, Martin Grohe, Magdalena Grüber