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SIAMSC
2008
92views more  SIAMSC 2008»
15 years 5 months ago
A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions
Here we develop an option pricing method for European options based on the Fourier-cosine series, and call it the COS method. The key insight is in the close relation of the charac...
F. Fang, Cornelis W. Oosterlee
TFS
2008
120views more  TFS 2008»
15 years 4 months ago
Aggregation Using the Fuzzy Weighted Average as Computed by the Karnik-Mendel Algorithms
Abstract--By connecting work from two different problems-the fuzzy weighted average (FWA) and the generalized centroid of an interval type-2 fuzzy set--a new -cut algorithm for sol...
Feilong Liu, Jerry M. Mendel
MA
2010
Springer
206views Communications» more  MA 2010»
15 years 4 months ago
Quantization and clustering with Bregman divergences
 This paper deals with the quantization problem of a random variable X taking values in a separable and reexive Banach space, and with the related question of clustering independ...
Aurélie Fischer
SIAMIS
2010
127views more  SIAMIS 2010»
15 years 4 months ago
Bregmanized Nonlocal Regularization for Deconvolution and Sparse Reconstruction
We propose two algorithms based on Bregman iteration and operator splitting technique for nonlocal TV regularization problems. The convergence of the algorithms is analyzed and ap...
Xiaoqun Zhang, Martin Burger, Xavier Bresson, Stan...
ACL
2010
15 years 4 months ago
Estimating Strictly Piecewise Distributions
Strictly Piecewise (SP) languages are a subclass of regular languages which encode certain kinds of long-distance dependencies that are found in natural languages. Like the classe...
Jeffrey Heinz, James Rogers