Abstract. Pricing arithmetic average options continues to intrigue researchers in the field of financial engineering. Since there is no analytical solution for this problem until...
Abstract. We study optimal control in large stochastic multi-agent systems in continuous space and time. We consider multi-agent systems where agents have independent dynamics with...
In a dynamic market, being able to update one’s value based on information available to other bidders currently in the market can be critical to having profitable transactions. ...
Experimental time courses often reveal a nonlinear behaviour. Analysing these nonlinearities is even more challenging when the observed phenomenon is cyclic or oscillatory. This me...
Traditional phrase matching approaches, which can discover documents containing exactly the same phrases, fail to detect documents including phrases that are semantically relevant,...