Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...
The canonical function game is a game of length 1 introduced by W. Hugh Woodin which falls inside a class of games known as Neeman games. Using large cardinals, we show that it is...
This paper proposes a general and systematic code design method to efficiently combine constrained codes with parity-check (PC) codes for optical recording. The proposed constraine...
In this paper we study some classes of infinite words generalizing episturmian words, and analyse the relations occurring among such classes. In each case, the reversal operator R...
Michelangelo Bucci, Aldo de Luca, Alessandro De Lu...
In this paper we present a new method of interval fuzzy model identification. The method combines a fuzzy identification methodology with some ideas from linear programming theory...