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FS
2010
148views more  FS 2010»
15 years 5 months ago
Option hedging for small investors under liquidity costs
Following the framework of C¸etin, Jarrow and Protter [4] we study the problem of super-replication in presence of liquidity costs under additional restrictions on the gamma of th...
Umut Çetin, H. Mete Soner, Nizar Touzi
IANDC
2010
116views more  IANDC 2010»
15 years 5 months ago
Weak bisimulation is sound and complete for pCTL*
Abstract. We investigate weak bisimulation of probabilistic systems in the presence of nondeterminism, i.e. labelled concurrent Markov chains (LCMC) with silent transitions. We bui...
Josée Desharnais, Vineet Gupta, Radha Jagad...
ICASSP
2010
IEEE
15 years 5 months ago
An alternative scanning strategy to detect faces
The sliding window approach is the most widely used technique to detect faces in an image. Usually a classifier is applied on a regular grid and to speed up the scanning, the gri...
Venkatesh Bala Subburaman, Sébastien Marcel
ICONIP
2010
15 years 5 months ago
Learning Shapes Bifurcations of Neural Dynamics upon External Stimuli
Memory is often considered to be embedded into one of the attractors in neural dynamical systems, which provides an appropriate output depending on the initial state specified by ...
Tomoki Kurikawa, Kunihiko Kaneko
ICRA
2010
IEEE
150views Robotics» more  ICRA 2010»
15 years 5 months ago
Balancing state-space coverage in planning with dynamics
— Sampling-based kinodynamic planners, such as the popular RRT algorithm, have been proposed as promising solutions to planning for systems with dynamics. Nevertheless, complex s...
Yanbo Li, Kostas E. Bekris