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...
Explicit surfaces, such as triangulations or wireframe models, have been extensively used to represent the deformable 3?D models that are used to fit 3?D point and 2?D silhouette ...
In this paper we develop a probabilistic interpretation and a full Bayesian inference for non-negative matrix deconvolution (NMFD) model. Our ultimate goal is unsupervised extract...
This paper discusses a method to watermark a 3D shape model defined as a set of unoriented points. Our approach is to perform frequency domain analysis of the shape of the 3D poin...
The paper presents a model of visual attention combined with eye tracking to drive content-based retrieval of image data in order to facilitate understanding and development of ne...
Mariofanna G. Milanova, Stuart Harvey Rubin, Roume...