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...
The class of complex modified Korteweg-de Vries (CMKdV) equations has many applications. One form of the CMKdV equation has been used to create models for the nonlinear evolution...
Software product line engineering aims to reduce development time, effort, cost, and complexity by taking advantage of the commonality within a portfolio of similar products. The ...
Software evolution is characterized by inevitable changes of software and increasing software complexities, which in turn may lead to huge costs unless rigorously taking into acco...
Hongyu Pei Breivold, Ivica Crnkovic, Peter J. Erik...
Modeling Internet growth is important both for understanding the current network and to predict and improve its future. To date, Internet models have typically attempted to explai...