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...
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...
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...
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...
We study automata for capturing the transformations in practical natural language processing systems, especially those that translate between human languages. For several variation...