Abstract. We present a novel algorithm for approximating the parameters of a multivariate t-distribution. At the expense of a slightly decreased accuracy in the estimates, the prop...
Asian options are path-dependent derivatives. How to price them efficiently and accurately has been a longstanding research and practical problem. Asian options can be priced on t...
Abstract—Many next-generation Internet architectures propose advanced packet processing functions in the data path of the network. Such “services” are typically performed on ...
Given a point set P R2 , a subset Q P is an -kernel of P if for every slab W containing Q, the (1+)-expansion of W also contains P. We present a data-stream algorithm for mainta...
Abstract. Classical network flow theory allows decomposition of flow into several chunks of arbitrary sizes traveling through the network on different paths. In the first part ...