Abstract. Approaches to visual navigation, e.g. used in robotics, require computationally efficient, numerically stable, and robust methods for the estimation of ego-motion. One of...
Asian options have payoffs that depend on the average price of the underlying asset such as stocks, commodities, or financial indices. As exact closed-form formulas do not exist...
Optimization of the mesh quality of surface triangulation is critical for advanced numerical simulations and is challenging under the constraints of error minimization and density ...
— The nullspace method is a powerful framework to solve the synthesis problem of fault detection filters in the most general setting. It is also well suited to address the least...
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...