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FS
2006
117views more  FS 2006»
15 years 6 months ago
Consistent Variance Curve Models
We introduce a general approach to model a joint market of stock price and a term structure of variance swaps in an HJM-type framework. In such a model, strongly volatility-depend...
Hans Buehler
JDA
2008
72views more  JDA 2008»
15 years 6 months ago
Semi-local longest common subsequences in subquadratic time
For two strings a, b of lengths m, n respectively, the longest common subsequence (LCS) problem consists in comparing a and b by computing the length of their LCS. In this paper, ...
Alexander Tiskin
SIAMIS
2008
115views more  SIAMIS 2008»
15 years 6 months ago
Geodesic Evolution Laws---A Level-Set Approach
Motion of curves governed by geometric evolution laws, such as mean curvature flow and surface diffusion, is the basis for many algorithms in image processing. If the images to be ...
Christina Stöcker, Axel Voigt
JCT
2007
133views more  JCT 2007»
15 years 6 months ago
Biased graphs. VII. Contrabalance and antivoltages
Abstract. We develop linear representation theory for bicircular matroids, a chief example being a matroid associated with forests of a graph, and bicircular lift matroids, a chief...
Thomas Zaslavsky
CGF
2004
118views more  CGF 2004»
15 years 6 months ago
Cultural Heritage Preservation Using Constructive Shape Modeling
Issues of digital preservation of shapes and internal structures of historical cultural objects are discussed. An overview of existing approaches to digital preservation related t...
Carl Vilbrandt, Galina Pasko, Alexander A. Pasko, ...