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,...
The paper presents an efficient goal oriented algorithm for symbolic propagation in Bayesian networks. The proposed algorithm performs symbolic propagation using numerical methods...
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...
In this paper, we study asymptotic uniform data-rate guarantees in large wireless networks from an information-theoretic viewpoint. We consider the following question: what is the...
In this paper we investigate the design and analysis of algorithms resilient to memory faults. We focus on algorithms that, despite the corruption of some memory values during the...