Determination of credit portfolio loss distributions is essential for the valuation and risk management of multiname credit derivatives such as CDOs. The default time model has re...
Abstract. We consider the problem of efficient integration of an n-variate polynomial with respect to the Gaussian measure in Rn and related problems of complex integration and opt...
Given a Poisson process on a d-dimensional torus, its random geometric simplicial complex is the complex whose vertices are the points of the Poisson process and simplices are give...
We present a polytope-kernel density estimation (PKDE) methodology that allows us to perform exact mean-shift updates along the edges of the Delaunay graph of the data. We discuss...
Abstract--Mobility is a requirement not appropriately addressed by the original design of the Internet since an IP address has two fundamentally different tasks. It specifies a net...