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» On Bounded Queries and Approximation
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WSC
2001
15 years 8 months ago
A new approach to pricing American-style derivatives
This paper presents a new approach to pricing Americanstyle derivatives. By approximating the value function with a piecewise linear interpolation function, the option holder'...
Scott B. Laprise, Michael C. Fu, Steven I. Marcus,...
GD
2008
Springer
15 years 7 months ago
Crossing and Weighted Crossing Number of Near-Planar Graphs
A nonplanar graph G is near-planar if it contains an edge e such that G − e is planar. The problem of determining the crossing number of a near-planar graph is exhibited from di...
Sergio Cabello, Bojan Mohar
CORR
2010
Springer
88views Education» more  CORR 2010»
15 years 6 months ago
Grothendieck inequalities for semidefinite programs with rank constraint
Grothendieck inequalities are fundamental inequalities which are frequently used in many areas of mathematics and computer science. They can be interpreted as upper bounds for the ...
Jop Briët, Fernando Mário de Oliveira ...
JCO
2006
153views more  JCO 2006»
15 years 6 months ago
Efficient point coverage in wireless sensor networks
We study minimum-cost sensor placement on a bounded 3D sensing field, R, which comprises a number of discrete points that may or may not be grid points. Suppose we have types of se...
Jie Wang, Ning Zhong
CORR
2004
Springer
168views Education» more  CORR 2004»
15 years 6 months ago
Estimating Genome Reversal Distance by Genetic Algorithm
Sorting by reversals is an important problem in inferring the evolutionary relationship between two genomes. The problem of sorting unsigned permutation has been proven to be NP-ha...
Andy Auyeung, Ajith Abraham