In a financial market consisting of a nonrisky asset and a risky one, we study the minimal initial capital needed in order to superreplicate a given contingent claim under a gamma ...
We present methods to obtain computationally efficient proposal distributions for Bayesian reversible jump Markov chain Monte Carlo (RJMCMC) based image segmentation. The slow con...
We consider mixtures of parametric densities on the positive reals with a normalized generalized gamma process (Brix, 1999) as mixing measure. This class of mixtures encompasses t...
Raffaele Argiento, Alessandra Guglielmi, Antonio P...
We consider the problem of energy-efficient point-to-point transmission of delay-sensitive data (e.g. multimedia data) over a fading channel. We propose a rigorous and unified fra...
The economic benefit of a certain development process or particular activity is usually unknown and indeed hard to predict. However, the cost-effectiveness of process improvement...