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Chapter 4 Algorithms in edge
Chapter 4 Algorithms in edge

Chapter 24 Implementing Lists, Stacks, Queues, and Priority
Chapter 24 Implementing Lists, Stacks, Queues, and Priority

On Cartesian Trees and Range Minimum Queries
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... in the cache-oblivious model, where the complexity is measured in terms of the number of memory-blocks transferred between cache and disk (see Section 2 for a description of the cache-oblivious model). Indeed, to solve RMQ on array A, one could solve LCA on the Cartesian tree of A that can be constr ...
k - delab-auth
k - delab-auth

...  Invoke ChooseSubtree, with the level as a parameter, to find an appropriate node N, in which to place the new entry E.  If N has less than M entries, accommodate E in N. If N has M entries, invoke OverflowTreatment with the level of N as a parameter [for reinsertion or split].  If OverflowTreatm ...
The Value Relevance of Financial Institutions` Fair Value
The Value Relevance of Financial Institutions` Fair Value

The R*-tree - delab-auth
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... between the centers of their rectangles and the center of the bounding rectangle of N. Sort the entries in decreasing order of their distances computed in 1. Remove the first p entries from N and adjust the bounding rectangle of N. In the sort, defined in 2, starting with the maximum distance (= far ...
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... Reverse Problem on Suffix Trees Input : An unlabeled ordered rooted tree T and links f for inner nodes. Output : A string which realizes T and f (if such exists). A string w is said to realize (T, f ) if the suffix tree of w and its suffix links for inner nodes are isomorphic to T and f. ...
DP2008/08 A macro stress testing model with feedback effects Mizuho Kida
DP2008/08 A macro stress testing model with feedback effects Mizuho Kida

... macroeconomic shocks is small relative to the level of capital in the banking system. Historical experience suggests that systemic crisis is often the result of protracted aggregate shocks that progressively weaken the cushioning capacity of capital. Lengthening the horizon of macro stress tests all ...
ViST: A Dynamic Index Method for Querying XML Data by Tree
ViST: A Dynamic Index Method for Querying XML Data by Tree

Chapter 24 Implementing Lists, Stacks, Queues, and Priority Queues
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... appended to the end of the queue and are removed from the beginning of the queue. In a priority queue, elements are assigned with priorities. When accessing elements, the element with the highest priority is removed first. A priority queue has a largest-in, first-out behavior. For example, the emerg ...
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... exploiting coherence in data streams), but it is also motivated by theoretical questions: for example, the key to resolving the problem of designing an optimal deterministic algorithm for minimum spanning trees lies in the discovery of an optimal heap for constant-entropy sources [2]. Markov chains ...
Jigar Gada - Usc - University of Southern California
Jigar Gada - Usc - University of Southern California

... The initial section of the output file contains the header which stores the information of the count for each symbol so that the corresponding tree can be generated by the decoder. The header information is stored as follows: ...
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Chapter 19 Implementing Trees and Priority Queues
Chapter 19 Implementing Trees and Priority Queues

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Binary Trees

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... The difference between basic and producer prices is generally the per unit subsidy that the producer receives along with taxes on production. While basic prices are preferred in the XMPI because they represent the per unit revenue received by the producer, producer prices may have to be used when in ...
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i, j - eLisa UGM

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Using Derivatives to Manage Interest Rate Risk Derivatives A

... The underlying asset is a Eurodollar time deposit with a 3month maturity. Eurodollar rates are quoted on an interest-bearing basis, assuming a 360-day year. Each Eurodollar futures contract represents $1 million of initial face value of Eurodollar deposits maturing three months after contract expira ...
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A Stochastic Approach for Determining Profit Rate of Islamic

Uncertainty, Default and Risk
Uncertainty, Default and Risk

... The equity owner has a building worth $76,363.64 and a mortgage of $25,000. Net worth (equity) equals $51,363.64, which the owner paid in cash. In a year the house will be worth $100,000 (Sunshine) or $20,000 (Tornado). The equity owner will owe the lender $25,000 + $4,375 interest or the $20,000 ...
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VBI-Tree: A Peer-to-Peer Framework for

... Amongst P2P systems, CAN [14] can be considered the first system supporting multi-dimensional data, although the original intention is to hash data uniformly into multidimensional space such that a certain degree of fault tolerance can be guaranteed. Being a structure that has some similarity with t ...
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Lattice model (finance)



For other meanings, see lattice model (disambiguation)In finance, a lattice model [1] is a technique applied to the valuation of derivatives, where, because of path dependence in the payoff, 1) a discretized model is required and 2) Monte Carlo methods fail to account for optimal decisions to terminate the derivative by early exercise. For equity options, a typical example would be pricing an American option, where a decision as to option exercise is required at ""all"" times (any time) before and including maturity. A continuous model, on the other hand, such as Black Scholes, would only allow for the valuation of European options, where exercise is on the option's maturity date. For interest rate derivatives lattices are additionally useful in that they address many of the issues encountered with continuous models, such as pull to par.
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