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17,438
Valuing American options by simulation: A simple leastsquares approach
 Review of Financial Studies
, 2001
"... This article presents a simple yet powerful new approach for approximating the value of America11 options by simulation. The kcy to this approach is the use of least squares to estimate the conditional expected payoff to the optionholder from continuation. This makes this approach readily applicable ..."
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Cited by 517 (9 self)
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factor string model of the term structure. One of the most important problems in option pricing theory is the valuation and optimal exercise of derivatives with Americanstyle exercise features. These types of derivatives are found in all major financial markets including the equity, commodity, foreign
ChernSimons Gauge Theory as a String Theory
, 2003
"... Certain two dimensional topological field theories can be interpreted as string theory backgrounds in which the usual decoupling of ghosts and matter does not hold. Like ordinary string models, these can sometimes be given spacetime interpretations. For instance, threedimensional ChernSimons gaug ..."
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Cited by 545 (13 self)
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Certain two dimensional topological field theories can be interpreted as string theory backgrounds in which the usual decoupling of ghosts and matter does not hold. Like ordinary string models, these can sometimes be given spacetime interpretations. For instance, threedimensional Chern
An ecological perspective on health promotion programs
 Health Education Quarterly
, 1988
"... During the past 20 years there has been a dramatic increase in societal interest in preventing disability and death in the United States by changing individual behaviors linked to the risk of contracting chronic diseases. This renewed interest in health promotion and disease prevention has not been ..."
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Cited by 499 (2 self)
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individual and social environmental factors as targets for health promotion interventions. It addresses the importance of interventions directed at changing interpersonal, organizational, community, and public policy, factors which support and maintain unhealthy behaviors. The model assumes that appropriate
The Symbol Grounding Problem
, 1990
"... There has been much discussion recently about the scope and limits of purely symbolic models of the mind and about the proper role of connectionism in cognitive modeling. This paper describes the "symbol grounding problem": How can the semantic interpretation of a formal symbol system be m ..."
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Cited by 1084 (20 self)
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There has been much discussion recently about the scope and limits of purely symbolic models of the mind and about the proper role of connectionism in cognitive modeling. This paper describes the "symbol grounding problem": How can the semantic interpretation of a formal symbol system
Data Compression Using Adaptive Coding and Partial String Matching
 IEEE TRANSACTIONS ON COMMUNICATIONS
, 1984
"... The recently developed technique of arithmetic coding, in conjunction with a Markov model of the source, is a powerful method of data compression in situations where a linear treatment is inappropriate. Adaptive coding allows the model to be constructed dynamically by both encoder and decoder during ..."
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Cited by 442 (20 self)
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The recently developed technique of arithmetic coding, in conjunction with a Markov model of the source, is a powerful method of data compression in situations where a linear treatment is inappropriate. Adaptive coding allows the model to be constructed dynamically by both encoder and decoder
Type IIB GreenSchwarz superstring in plane wave RamondRamond background
 Nucl. Phys. B
"... We construct the covariant κsymmetric superstring action for type IIB superstring on plane wave space supported by RamondRamond background. The action is defined as a 2d sigmamodel on the coset superspace. We fix the fermionic and bosonic lightcone gauges in the covariant GreenSchwarz superstri ..."
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Cited by 476 (0 self)
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Schwarz superstring action and find the lightcone string Lagrangian and the Hamiltonian. The resulting lightcone gauge action is quadratic in both the bosonic and fermionic superstring 2d fields, and therefore, this model can be explicitly quantized. We also obtain a realization of the generators of the basic
Perturbative gauge theory as a string theory in twistor space
 COMMUN. MATH. PHYS
, 2003
"... Perturbative scattering amplitudes in YangMills theory have many unexpected properties, such as holomorphy of the maximally helicity violating amplitudes. To interpret these results, we Fourier transform the scattering amplitudes from momentum space to twistor space, and argue that the transformed ..."
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Cited by 385 (1 self)
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amplitudes are supported on certain holomorphic curves. This in turn is apparently a consequence of an equivalence between the perturbative expansion of N = 4 super YangMills theory and the Dinstanton expansion of a certain string theory, namely the topological B model whose target space is the Calabi
Quantum field theory on noncommutative spaces
"... A pedagogical and selfcontained introduction to noncommutative quantum field theory is presented, with emphasis on those properties that are intimately tied to string theory and gravity. Topics covered include the WeylWigner correspondence, noncommutative Feynman diagrams, UV/IR mixing, noncommuta ..."
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Cited by 396 (26 self)
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A pedagogical and selfcontained introduction to noncommutative quantum field theory is presented, with emphasis on those properties that are intimately tied to string theory and gravity. Topics covered include the WeylWigner correspondence, noncommutative Feynman diagrams, UV/IR mixing
A Syntaxbased Statistical Translation Model
, 2001
"... We present a syntaxbased statistical translation model. Our model transforms a sourcelanguage parse tree into a targetlanguage string by applying stochastic operations at each node. These operations capture linguistic differences such as word order and case marking. Model parameters are es ..."
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Cited by 343 (16 self)
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We present a syntaxbased statistical translation model. Our model transforms a sourcelanguage parse tree into a targetlanguage string by applying stochastic operations at each node. These operations capture linguistic differences such as word order and case marking. Model parameters
Learning String Edit Distance
, 1997
"... In many applications, it is necessary to determine the similarity of two strings. A widelyused notion of string similarity is the edit distance: the minimum number of insertions, deletions, and substitutions required to transform one string into the other. In this report, we provide a stochastic mo ..."
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Cited by 252 (2 self)
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model for string edit distance. Our stochastic model allows us to learn a string edit distance function from a corpus of examples. We illustrate the utility of our approach by applying it to the difficult problem of learning the pronunciation of words in conversational speech. In this application, we
Results 1  10
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17,438