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,...
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...
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 ...
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...
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...