Global color characterization is a very powerful tool to model in a simple yet discriminant way the visual appearance of complex objects. A fixed reference model of this type can ...
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...
In an environment where the contexts of users are complex and the degree of freedom of user activity is very high, such as in daily life, several factors need to be considered for...
Hyoungnyoun Kim, Ig-Jae Kim, Hyoung-Gon Kim, Ji-Hy...
We present algorithms for parallel probabilistic model checking on general purpose graphic processing units (GPGPUs). Our improvements target the numerical components of the tradit...
Dragan Bosnacki, Stefan Edelkamp, Damian Sulewski,...
A modelling procedure consists of a sequence of modelling tasks. With the increasing size of models during the development, the relations among modelling objects and their correspo...
Yuan Ren, Jens Lemcke, Andreas Friesen, Tirdad Rah...