81 search results - page 10 / 17 » Pseudorandom Financial Derivatives |
153
click to vote
FPL
2010
Springer
15 years 4 months ago
2010
Springer
Exotic options are financial derivatives which have complex features including path-dependency. These complex features make them difficult to price, as only computationally intensi...
241
click to vote
ICALP
2011
Springer
14 years 10 months ago
2011
Springer
We give new algorithms for a variety of randomly-generated instances of computational problems using a linearization technique that reduces to solving a system of linear equations...
182
click to vote
LSSC
2001
Springer
15 years 11 months ago
2001
Springer
Abstract. Quasi-Monte Carlo methods are based on the idea that random Monte Carlo techniques can often be improved by replacing the underlying source of random numbers with a more ...
156
click to vote
CN
2010
15 years 6 months ago
2010
Ptrim is a purely decentralised application for performing peer-to-peer transactions. Instead of relying on a typical trust/reputation management approach, Ptrim allows its users t...
182
click to vote
ALGORITHMICA
1999
15 years 6 months ago
1999
Consider an on-line player who needs some equipment (e.g., a computer) for an initially unknown number of periods. At the start of each period it is determined whether the player w...