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Bayesian Look Ahead Sampling Methods to Allocate up to M Observations among k Populations
In this paper, we study the Bayesian look ahead sampling methods for allocating up to M observations among k populations to select the best population(s). First, we investigated the properties of fixed sample-size sampling ...
Asymptotic Methods applied to an American Option under a CEV Process
We consider an American put option under the Constant Elasticity of Variance (CEV) process. This corresponds to a free boundary problem for a partial differential equation (PDE). We show that this free boundary satisfies ...
Improving Compiler Optimizations using Program Annotations
In this work we describe a framework that combines the results of from program testing, formal verification and compiler optimization. We focus on how the informations manually provided by the developer, by crowd source ...