This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
Causality constraints of random discrete simulation make parallel and distributed processing difficult. Methods of applying reconfigurable logic to implement and accelerate simula...
Abstract Due to complexity and intractability reasons, most of the analytical studies on the reliability of communication paths in mobile ad hoc networks are based on the assumptio...
Interruptions occur frequently in spontaneous conversations, and they are often associated with changes in the flow of conversation. Predicting interruption is essential in the d...
We present a method to classify materials in illumination series data. An illumination series is acquired using a device which is capable to generate arbitrary lighting environment...