Now showing items 1-2 of 2

    • A Parallel Row Distributed Linear Algebra System (PRDLA Users' Guide) 

      Wu, Zhijun; Coleman, Thomas (Cornell University, 1992-04)
      The purpose of this system is to provide an easy-to-use et of basic parallel matrix manipulation subroutines, in C, for use on the Intel iPSC/860 hypercube. Most of the subroutines exhibit good performance, but not ...
    • Robustly Hedging Variable Annuities with Guarantees Under Jump and Volatility Risks 

      Coleman, Thomas; Kim, Yohan; Li, Yuying; Patron, Maria-Cristina (Cornell University, 2004-04-12)
      Accurately quantifying and robustly hedging options embedded in the guarantees of variable annuities is a crucial task for insurance companies in preventing excessive liabilities. Due to sensitivities of the benefits to ...