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WSC
2004
15 years 7 months ago
Monte Carlo Methods for American Options
We review the basic properties of American options and the difficulties of applying Monte Carlo valuation to American options. Recent progress on the Least Squares Monte Carlo (LS...
Russel E. Caflisch, Suneal Chaudhary
CORR
2008
Springer
91views Education» more  CORR 2008»
15 years 6 months ago
Algorithmic and Statistical Challenges in Modern Large-Scale Data Analysis are the Focus of MMDS 2008
We provide a report for the ACM SIGKDD community about the 2008 Workshop on Algorithms for Modern Massive Data Sets (MMDS 2008), its origin in MMDS 2006, and future directions for...
Michael W. Mahoney, Lek-Heng Lim, Gunnar E. Carlss...
EOR
2007
93views more  EOR 2007»
15 years 6 months ago
Location-routing: Issues, models and methods
This paper is a survey of location-routing: a relatively new branch of locational analysis that takes into account vehicle routing aspects. We propose a classification scheme and...
Gábor Nagy, Saïd Salhi
CCE
2005
15 years 6 months ago
Process industry supply chains: Advances and challenges
A large body of work exists in process industry supply chain optimisation. We describe the state of the art of research in infrastructure design, modelling and analysis and planni...
Nilay Shah
MT
2007
120views more  MT 2007»
15 years 6 months ago
Capturing practical natural language transformations
We study automata for capturing the transformations in practical natural language processing systems, especially those that translate between human languages. For several variation...
Kevin Knight