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JCAM
2010
107views more  JCAM 2010»
15 years 1 months ago
Pricing and hedging Asian basket spread options
Asian options, basket options and spread options have been extensively studied in literature. However, few papers deal with the problem of pricing general Asian basket spread opti...
Griselda Deelstra, Alexandre Petkovic, Michè...
JPDC
2010
133views more  JPDC 2010»
15 years 1 months ago
Lock-free parallel dynamic programming
We show a method for parallelizing top down dynamic programs in a straightforward way by a careful choice of a lock-free shared hash table implementation and randomization of the ...
Alex Stivala, Peter J. Stuckey, Maria Garcia de la...
JUCS
2010
135views more  JUCS 2010»
15 years 1 months ago
Model-driven Transformation and Validation of Adaptive Educational Hypermedia using CAVIAr
Abstract: Authoring of Adaptive Educational Hypermedia is a complex activity requiring the combination of a range of design and validation techniques. We demonstrate how Adaptive E...
Mark Melia, Claus Pahl
MMAS
2010
Springer
15 years 1 months ago
Wave Transmission through Random Layering with Pressure Release Boundary Conditions
This paper considers the statistical properties of the waves generated by a point source in the subsurface and transmitted towards the surface through a randomly layered medium. Th...
Josselin Garnier, Knut Sølna
SCP
2010
123views more  SCP 2010»
15 years 1 months ago
Slicing for architectural analysis
Current software development often relies on non trivial coordination logic for combining autonomous services, eventually running on different platforms. As a rule, however, such ...
Nuno F. Rodrigues, Luís Soares Barbosa