This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
We analyze a new property of directed acyclic graphs (DAGs), called layerwidth, arising from a class of DAGs proposed by Eiter and Lukasiewicz. This class of DAGs permits certain ...
This paper describes the continuing development of a system for tracking multiple man made objects, (typically vehicles) moving in a natural open world scene, where the detected m...
We present a new method suitable for general purpose graphics processing units to render self-shadows on dynamic height fields under dynamic light environments in real-time. Visib...
The prediction of gene function from genome sequences is one of the main issues in Bioinformatics. Most computational approaches are based on the similarity between sequences to in...