79 search results - page 8 / 16 » Extended Moments |
JCAM
2010
14 years 4 months ago
2010
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...
MMAS
2010
Springer
14 years 4 months ago
2010
Springer
We consider the homogenization of parabolic equations with large spatiallydependent potentials modeled as Gaussian random fields. We derive the homogenized equations in the limit ...
TSP
2010
14 years 4 months ago
2010
We propose structural multidimensional multi-channel filter banks with desirable numbers of vanishing moments for the analysis and synthesis banks. For a two-channel filter bank, w...
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COLT
2003
Springer
15 years 3 months ago
2003
Springer
The application of statistical methods to natural language processing has been remarkably successful over the past two decades. But, to deal with recent problems arising in this ï¬...
STACS
2012
Springer
13 years 5 months ago
2012
Springer
Queueing networks are gaining attraction for the performance analysis of parallel computer systems. A Jackson network is a set of interconnected servers, where the completion of a...