We discuss potential market mechanisms for the GRID. A complete dynamical model of a GRID market is defined with three types of agents. Providers, middlemen and users exchange uni...
Uli Harder, Peter G. Harrison, Maya Paczuski, Teja...
This paper introduces a nonparametric frequency-domain scheme for tuning closed-loop systems. A linear quadratic criterion is used for guiding the system towards an optimal-regula...
Leonardo C. Kammer, Robert R. Bitmead, Peter L. Ba...
This paper proposes a Bayesian approach for estimation of instrument parameter in convex image deconvolution. The parameters of the instrument response (PSF) are jointly estimated...
Given a Poisson process on a d-dimensional torus, its random geometric simplicial complex is the complex whose vertices are the points of the Poisson process and simplices are give...
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...