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SIAMSC
2008
92views more  SIAMSC 2008»
15 years 6 months ago
A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions
Here we develop an option pricing method for European options based on the Fourier-cosine series, and call it the COS method. The key insight is in the close relation of the charac...
F. Fang, Cornelis W. Oosterlee
WWW
2011
ACM
15 years 1 months ago
An expressive mechanism for auctions on the web
Auctions are widely used on the Web. Applications range from internet advertising to platforms such as eBay. In most of these applications the auctions in use are single/multi-ite...
Paul Dütting, Monika Henzinger, Ingmar Weber
ICIP
2008
IEEE
16 years 8 months ago
Capturing light field textures for video coding
There is a significant amount of redundancy between video frames or images that can be explained by considering these observations as samples of a light field function. By using a...
William Mantzel, Justin K. Romberg
ICIP
2001
IEEE
16 years 8 months ago
Higher order autocorrelations for pattern classification
The use of higher-order local autocorrelations as features for pattern recognition has been acknowledged since many years, but their applicability was restricted to relatively low...
Vlad Popovici, Jean-Philippe Thiran
ICIP
1999
IEEE
16 years 8 months ago
Color Constancy from Multispectral Images
This paper describes a computational method for estimating the body reflectance function of color surfaces. The experimental apparatus consists of a vision system having seven spe...
Andrea Abrardo, Luciano Alparone, Vito Cappellini,...