Abstract. Currently, there are two market models for valuation and risk management of interest rate derivatives, the LIBOR and swap market models. We introduce arbitrage-free const...
Abstract. We present an iterative procedure for computing the optimal Bermudan stopping time, hence the Bermudan Snell envelope. The method produces an increasing sequence of appro...
This paper proposes a new technique for generating three-dimensional speech animation. The proposed technique takes advantage of both data-driven and machine learning approaches. ...
This paper proposes a novel call admission control scheme capable of providing a combination of call and packet level quality of service requirements in cellular packet networks. ...
In 1958, Wagner and Whitin published a seminal paper on the deterministic uncapacitated lot-sizing problem, a fundamental model that is embedded in many practical production plann...