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FS
2011
168views more  FS 2011»
14 years 10 months ago
Gamma expansion of the Heston stochastic volatility model
Abstract We derive an explicit representation of the transitions of the Heston stochastic volatility model and use it for fast and accurate simulation of the model. Of particular i...
Paul Glasserman, Kyoung-Kuk Kim
JPDC
2011
137views more  JPDC 2011»
14 years 9 months ago
Transparent runtime parallelization of the R scripting language
Scripting languages such as R and Matlab are widely used in scientific data processing. As the data volume and the complexity of analysis tasks both grow, sequential data process...
Jiangtian Li, Xiaosong Ma, Srikanth B. Yoginath, G...
ICIP
2006
IEEE
16 years 8 months ago
Computation Error Tolerance in Motion Estimation Algorithms
In this paper we study the computation error tolerance properties of motion estimation algorithms. We are motivated by two scenarios where hardware systems may introduce computati...
Hye-Yeon Cheong, In Suk Chong, Antonio Ortega
ICIP
2001
IEEE
16 years 8 months ago
Fast algorithms for DCT-domain video transcoding
Video transcoding is an efficient way for. rate adaptation and format conversion in various networked video applications. Many transcoder architectures have been proposed to achie...
Chia-Wen Lin, Yuh-Ruey Lee
ICIP
1999
IEEE
16 years 8 months ago
Automatic Caption Localization in Compressed Video
?We present a method to automatically localize captions in JPEG compressed images and the I-frames of MPEG compressed videos. Caption text regions are segmented from background ima...
Yu Zhong, HongJiang Zhang, Anil K. Jain