Titlebook: Computational Science and Its Applications - ICCSA 2003; International Confer Vipin Kumar,Marina L. Gavrilova,Pierre L’Ecuyer Conference pr

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Two Factor Option Pricing with Uncertain Volatilitye. The pricing equations in this model are often cast in the form of nonlinear partial differential equations. It is well known that for one factor problems, these equations can be numerically solved by selecting volatility values according to the sign of gamma. However, with two (or more) factors,

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Valuation of American Options Using Direct, Linear Complementarity-Based Methods often used to assist implicit solution methods. Taking advantage of numerical methods, we can obtain approximate solutions, where a “moving index” determines the approximate position of the moving boundary which corresponds to the optimal exercise boundary of the option. Both Direct Inverse Multipl

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Sustainability of Irrigated Agriculturetributions of different bacterial strains were compared and the nearest neighbour distances were analyzed as a surrogate for possible transmission of tuberculosis. The method may be useful to epidemiologists, geologists, biologists, geographers and ecologists for evaluating differences between the s

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Status of Local Organic Market in Nepal,he modules in the designed architecture. The use of the management information base (MIB) as a primary data source for the detection process is discussed and modules for MIB data extraction and processing are specified and implemented in the prototype. Experiments exhibit fairly good results, the at

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