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...
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...
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...
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...
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,...