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SIAMFM
2011
72views more  SIAMFM 2011»
14 years 9 months ago
Robust Hedging of Double Touch Barrier Options
We consider model-free pricing of digital options, which pay out if the underlying asset has crossed both upper and lower barriers. We make only weak assumptions about the underly...
A. M. G. Cox, Jan Obloj
185
Voted
IPPS
2005
IEEE
16 years 13 days ago
FROST: Revisited and Distributed
FROST (Fold Recognition-Oriented Search Tool) [6] is a software whose purpose is to assign a 3D structure to a protein sequence. It is based on a series of filters and uses a dat...
Vincent Poirriez, Rumen Andonov, Antoine Marin, Je...
IUI
2012
ACM
14 years 2 months ago
Using intelligent natural user interfaces to support sales conversations
During sales conversations, gestures and mimics are of high importance to communicate information about a product. One prominent example for such sales gestures is the meat and ch...
Sven Gehring, Markus Löchtefeld, Florian Daib...
LOPSTR
2007
Springer
16 years 1 months ago
Aggregates for CHR through Program Transformation
We propose an extension of Constraint Handling Rules (CHR) with aggregates such as sum, count, findall, and min. This new feature significantly improves the conciseness and expres...
Peter Van Weert, Jon Sneyers, Bart Demoen
LPAR
2005
Springer
16 years 10 days ago
The nomore++ Approach to Answer Set Solving
We present a new answer set solver, called nomore++, along with its underlying theoretical foundations. A distinguishing feature is that it treats heads and bodies equitably as com...
Christian Anger, Martin Gebser, Thomas Linke, Andr...