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Valuing American options by simulation: A simple least-squares approach

by Francis A. Longstaff, Eduardo S. Schwartz - 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 ..."
Abstract - Cited by 517 (9 self) - Add to MetaCart
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

A simple approach to valuing risky fixed and floating rate debt

by Francis A. Longstaff, Eduardo S. Schwartz - Journal of Finance , 1995
"... Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at ..."
Abstract - Cited by 603 (11 self) - Add to MetaCart
Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at

Dummynet: A Simple Approach to the Evaluation of Network Protocols

by Luigi Rizzo - ACM Computer Communication Review , 1997
"... Network protocols are usually tested in operational networks or in simulated environments. With the former approach it is not easy to set and control the various operational parameters such as bandwidth, delays, queue sizes. Simulators are easier to control, but they are often only an approximate mo ..."
Abstract - Cited by 484 (6 self) - Add to MetaCart
Network protocols are usually tested in operational networks or in simulated environments. With the former approach it is not easy to set and control the various operational parameters such as bandwidth, delays, queue sizes. Simulators are easier to control, but they are often only an approximate

Stable isotope labeling by amino acids in cell culture, SILAC, as a simple and accurate approach to expression proteomics

by Shao-en Ong, Blagoy Blagoev, Irina Kratchmarova, Dan Bach Kristensen, Akhilesh P, Matthias Mann - Mol. Cell. Proteomics , 2002
"... The abbreviations used are: SILAC: Stable isotope labeling by amino acids in cell culture, 2DE: two dimensional (isoelectric focusing/SDS-PAGE) gel electrophoresis: ICATTM: isotope-coded affinity tag; MS: mass spectrometry; MALDI-TOF: matrix assisted laser desorption ionization-time of flight; PMF: ..."
Abstract - Cited by 595 (23 self) - Add to MetaCart
The abbreviations used are: SILAC: Stable isotope labeling by amino acids in cell culture, 2DE: two dimensional (isoelectric focusing/SDS-PAGE) gel electrophoresis: ICATTM: isotope-coded affinity tag; MS: mass spectrometry; MALDI-TOF: matrix assisted laser desorption ionization-time of flight; PMF: peptide mass fingerprinting; LC-MS: liquid chromatography-MS; Copyright 2002 by The American Society for Biochemistry and Molecular Biology, Inc. Quantitative proteomics has traditionally been performed by 2D gel electrophoresis but recently, mass spectrometric methods based on stable isotope quantitation have shown great promise for the simultaneous and automated identification and quantitation of complex protein mixtures. Here we describe a method, termed SILAC for Stable Isotope Labeling by Amino acids in Cell culture, for the in vivo incorporation of specific amino acids into all mammalian proteins. Mammalian cell lines are grown in media lacking a standard essential amino acid but supplemented with a non-radioactive, isotopically labeled form of that amino acid, in this case deuterated leucine (Leu-d3). We find that growth of cells maintained in these media is no different from growth in normal media as evidenced by cell morphology,

A Simple, Fast, and Accurate Algorithm to Estimate Large Phylogenies by Maximum Likelihood

by Stéphane Guindon, Olivier Gascuel , 2003
"... The increase in the number of large data sets and the complexity of current probabilistic sequence evolution models necessitates fast and reliable phylogeny reconstruction methods. We describe a new approach, based on the maximumlikelihood principle, which clearly satisfies these requirements. The ..."
Abstract - Cited by 2182 (27 self) - Add to MetaCart
The increase in the number of large data sets and the complexity of current probabilistic sequence evolution models necessitates fast and reliable phylogeny reconstruction methods. We describe a new approach, based on the maximumlikelihood principle, which clearly satisfies these requirements

A Simple Proof of the Restricted Isometry Property for Random Matrices

by Richard Baraniuk, Mark Davenport, Ronald DeVore, Michael Wakin - CONSTR APPROX , 2008
"... We give a simple technique for verifying the Restricted Isometry Property (as introduced by Candès and Tao) for random matrices that underlies Compressed Sensing. Our approach has two main ingredients: (i) concentration inequalities for random inner products that have recently provided algorithmical ..."
Abstract - Cited by 631 (64 self) - Add to MetaCart
We give a simple technique for verifying the Restricted Isometry Property (as introduced by Candès and Tao) for random matrices that underlies Compressed Sensing. Our approach has two main ingredients: (i) concentration inequalities for random inner products that have recently provided

Rapid object detection using a boosted cascade of simple features

by Paul Viola, Michael Jones - ACCEPTED CONFERENCE ON COMPUTER VISION AND PATTERN RECOGNITION 2001 , 2001
"... This paper describes a machine learning approach for visual object detection which is capable of processing images extremely rapidly and achieving high detection rates. This work is distinguished by three key contributions. The first is the introduction of a new image representation called the " ..."
Abstract - Cited by 3283 (9 self) - Add to MetaCart
This paper describes a machine learning approach for visual object detection which is capable of processing images extremely rapidly and achieving high detection rates. This work is distinguished by three key contributions. The first is the introduction of a new image representation called

A simple method for displaying the hydropathic character of a protein

by Jack Kyte, Russell, F. Doolittle - Journal of Molecular Biology , 1982
"... A computer program that progressively evaluates the hydrophilicity and hydrophobicity of a protein along its amino acid sequence has been devised. For this purpose, a hydropathy scale has been composed wherein the hydrophilic and hydrophobic properties of each of the 20 amino acid side-chains is tak ..."
Abstract - Cited by 2287 (2 self) - Add to MetaCart
-chains is taken into consideration. The scale is based on an amalgam of experimental observations derived from the literature. The program uses a moving-segment approach that continuously determines the average hydropathy within a segment of predetermined length as it advances through the sequence

Option Pricing: A Simplified Approach

by John C. Cox, Stephen A. Ross, Mark Rubinstein - Journal of Financial Economics , 1979
"... This paper presents a simple discrete-time model for valumg optlons. The fundamental econonuc principles of option pricing by arbitrage methods are particularly clear In this setting. Its development requires only elementary mathematics, yet it contains as a special limiting case the celebrated Blac ..."
Abstract - Cited by 1016 (10 self) - Add to MetaCart
This paper presents a simple discrete-time model for valumg optlons. The fundamental econonuc principles of option pricing by arbitrage methods are particularly clear In this setting. Its development requires only elementary mathematics, yet it contains as a special limiting case the celebrated

A computational approach to edge detection

by John Canny - IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE , 1986
"... This paper describes a computational approach to edge detection. The success of the approach depends on the definition of a comprehensive set of goals for the computation of edge points. These goals must be precise enough to delimit the desired behavior of the detector while making minimal assumpti ..."
Abstract - Cited by 4675 (0 self) - Add to MetaCart
This paper describes a computational approach to edge detection. The success of the approach depends on the definition of a comprehensive set of goals for the computation of edge points. These goals must be precise enough to delimit the desired behavior of the detector while making minimal
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