FAST AND ACCURATE LONG STEPPING SIMULATION OF THE HESTON STOCHASTIC VOLATILITY MODEL JIUN HONG CHAN AND MARK JOSHI Abstract. In this paper, we present three new discretization schemes for the Heston stochastic volatility

Source URL: fbe.unimelb.edu.au

• Poisson processes
• Probability theory
• Data analysis
• Normal distribution
• Poisson distribution
• Exponential distribution
• Variance
• Gamma distribution
• Characteristic function
• Statistics
• Mathematical analysis
• Probability and statistics

Health, Fear and the Media The Impact of Pseudoscience Ketan Joshi, Research and Communications Officer Infigen Energy

Source URL: www.infigenenergy.com

• Risk management
• Actuarial science
• Emergency management
• Risk
• Wind farm
• Health
• Newspaper
• Electromagnetic field
• Publishing
• Management
• Ethics

Efficient pricing and Greeks in the cross-currency LIBOR market model Chris J. Beveridge, Mark S. Joshi and Will M. Wright The University of Melbourne October 14, 2010

Source URL: fbe.unimelb.edu.au

• Interest rates
• Foreign exchange market
• Mathematical finance
• International finance
• Foreign-exchange option
• Forward exchange rate
• Hull–White model
• Power reverse dual currency note
• Exchange rate
• Economics
• Finance
• Financial economics

Microsoft Word - AGILE_2005_Joshi.doc

Source URL: itcnt05.itc.nl

• Earth
• Medicinal plants
• Agronomy
• Remote sensing
• Invasive plant species
• Chromolaena odorata
• Hemispherical photography
• Eupatorium
• Invasive species
• Atmospheric sciences
• Environment
• Eupatorieae

Bidirectional Online Probabilistic Planning Aswin Nadamuni Raghavan and Saket Joshi and Alan Fern and Prasad Tadepalli School of Electrical Engineering and Computer Science Oregon State University, Corvallis, ORW

Source URL: users.cecs.anu.edu.au

• Markov processes
• Stochastic control
• Heuristics
• Automated planning and scheduling
• University of Cape Town
• Heuristic function
• Markov decision process
• Planner
• Heuristic
• Statistics
• Artificial intelligence
• Dynamic programming

An Effective Dynamic Analysis for Detecting Generalized Deadlocks Pallavi Joshi Mayur Naik

Source URL: www.barnowl.org

• Concurrent computing
• Deadlock
• Lock
• Monitor
• Non-blocking algorithm
• Thread
• Java Pathfinder
• Parallel computing
• Concurrency control
• Computing
• Computer programming

ENGAGING PRIVATE SECTOR DRUG DISPENSERS TO IMPROVE ANTIMICROBIAL USE IN THE COMMUNITY: EXPERIENCE FROM THE ACCREDITED DRUG DISPENSING OUTLETS, TANZANIA Richard Valimba (1), Jafary Liana (1), Mohan P. Joshi (2), Michael G

Source URL: www.inrud.org

FATE and D ESTINI: A Framework for Cloud Recovery Testing Haryadi S. Gunawi, Thanh Do† , Pallavi Joshi, Peter Alvaro, Joseph M. Hellerstein, Andrea C. Arpaci-Dusseau† , Remzi H. Arpaci-Dusseau† , Koushik Sen, and D

Source URL: db.cs.berkeley.edu

• Concurrent computing
• Failure
• Software testing
• Transaction processing
• Two-phase commit protocol
• Recovery testing
• Replication
• Reliability engineering
• Google File System
• Computing
• Data management
• Fault-tolerant computer systems

2012 Publications Bone marrow-derived myeloid progenitor cells promote metastases by induction of mesenchymal to epithelial transition Gao D, Joshi N, Choi H, Ryu S, Hahn M, Catena R, Sadik H, Argani P, Wagner P, Vahdat

Source URL: cmm.cornell.edu

• Selectins
• Biology
• Cell biology
• Lectins

MONTE CARLO BOUNDS FOR GAME OPTIONS INCLUDING CONVERTIBLE BONDS CHRISTOPHER BEVERIDGE AND MARK JOSHI Abstract. We introduce two new methods to calculate bounds for zero-sum game options using Monte Carlo simulation. Thes

Source URL: fbe.unimelb.edu.au

• Investment
• Mathematical finance
• Equations
• Option style
• Asian option
• Tk
• Option
• Black–Scholes
• Financial economics
• Options
• Finance