Implementing the 23 Gang-of-Four design patterns in the aspectoriented programming language Object Teams/Java (OT/J) yields modularity and reusability results roughly comparable t...
Abstract. Mutual Information (MI) is a long studied measure of information content, and many attempts to apply it to feature extraction and stochastic coding have been made. Howeve...
—DNA matching is a crucial step in sequence alignment. Since sequence alignment is an approximate matching process there is a need for good approximate algorithms. The process of...
Sara Nasser, Gregory Vert, Monica N. Nicolescu, Al...
The present paper studies the probability of ruin of an insurer, if excess of loss reinsurance with reinstatements is applied. In the setting of the classical CramerLundberg risk ...
Asian options, basket options and spread options have been extensively studied in literature. However, few papers deal with the problem of pricing general Asian basket spread opti...