Discover the efficient CONV method for pricing Bermudan barrier options with numerous monitored dates. ... Ding, D. , Weng, Z. and Zhao, J. (2012) An Accurate FFT-Based Algorithm for Bermudan Barrier ...

Previous research of barrier coverage did not consider breadth of coverage in Wireless Visual Sensor Networks (WVSNs). In this paper, we consider breadth to increase the Quality of Monitor (QoM) of ...

In this paper, we focus on the shortest repair path problem for target-barrier. Firstly, an S-elite centroid opposition-based (SCO) learning mechanism is designed, thereby enhancing the diversity of ...

Inner-Point Barrier Method. The Inner-Point Barrier Method is another classical way to solve constrained optimization problems. Different from the exterior-point penalty methods where the objective is ...

Implementation of simple random walk algorithm for barrier options pricing - Jefzhang/Barrier-options-pricing. Skip to content. Navigation Menu Toggle ... etc. * process.hpp : implemented template ...

A multinational team has cracked a long-standing barrier to reliable quantum computing by inventing an algorithm that lets ...

New energy-efficient algorithms aim not only to delay that standstill, but to make computer operations faster and cheaper, giving small machines big capabilities.