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...
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...
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...
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...
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...