We shall consider both European and idscretely monitored Exotic options (Bermudan and Discrete Barrier) in a market where the underlying asset follows a Geometric Levy process. First we shall briefly introduce this extended ...
Reid, Anna; Petocz, Peter(Oxford Centre for Staff & Learning Development, 2004)
Research on learning often focuses on ways that students learn in specific situations. Research investigate learning in specific topics, courses and institutions, and sometimes workplaces. The outcomes of such research ...
The pure pattern calculus generalises the pure lambda-calculus by basing computation on pattern-matching instead of beta-reduction. The simplicity and power of the calculus derive from allowing any term to be a pattern. ...
Quasi-Monte Carlo methods are used to approximate integrals of high dimensionality. However, if the problem under consideration is of unbounded dimensionality, it is not obvious if one can apply quasi-Monte Carlo methods ...
We apply quasi-Monte Carlo methods to the pricing of derivatives on realised variance of an index under the benchmark approach. The resulting integration problem is shown to depend on the joint density of the realised ...
Zinder, Yakov(Western Australian Centre of Excellence in Industrial Optimisation, Curtin University of Technology, 2005)
The paper is concerned with the problem of shceduling a partially ordered set of unit execution time tasks on parallel identical machines in ordered to minimise the criterion of maximum lateness which plays one of the ...
Zinder, Yakov; Singh, Gaurav; Su, Bo Liang Tim; Sorli, Ronald(Universal Academy Press Inc, 2007)
The paper is concerned iwth the problem of scheduling partially ordered unit execution time tasks on parallel processors with unit communication delays and release times. Two criteria are considered the maximum lateness ...
Le, Thi Hong Hanh; Hoang, Doan; Simmonds, Andrew(IEEE, 2005)
One of the major weaknesses of existing peer-to-peer (P2P) networks is that their overlay structures do not correlate to the physical underlying network topology. As a result, the overlays waste network resources and ...
Extreme transcendental differential equations are found in many applications including geophysical climate change models. Solution of these systems in continuous time has only been feasible with the recent development of ...
Aboura, Khalid(University of Technology, Sydney, 2007)
Intelligent Technologies problems have one common element; uncertainty. Randomness, natural or created, is an important part of the engineering problems in Intelligent Technologies. Modeling it properly and dealing with ...