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150
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FS
2010
15 years 5 months ago
2010
Abstract A time-dependent double-barrier option is a derivative security that delivers the terminal value φ(ST ) at expiry T if neither of the continuous time-dependent barriers b...
140
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FS
2010
15 years 5 months ago
2010
Abstract Consider discrete time observations (X δ)1≤ ≤n+1 of the process X satisfying dXt = √ VtdBt, with Vt a one-dimensional positive diffusion process independent of the...
191
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INTEGRATION
2008
15 years 5 months ago
2008
This paper presents a Viterbi Decoder (VD) architecture for a programmable data transmission system, implemented using a Field Programmable Gate Array (FPGA) device. This VD has b...
130
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JASIS
2010
15 years 5 months ago
2010
This paper analyzes the effect of interdisciplinarity on the scientific impact of individual papers. Using all the papers published in Web of Science in 2000, we define the degree...
155
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JCC
2010
15 years 5 months ago
2010
The Poisson-Boltzmann equation is an important tool in modeling solvent in biomolecular systems. In this paper, we focus on numerical approximations to the electrostatic potential...