Unstructured hexahedral mesh generation is a critical part of the modeling process in the Spectral-Element Method (SEM). We present some examples of seismic wave propagation in co...
Emanuele Casarotti, Marco Stupazzini, Shiann Lee, ...
Equity Indexed Annuities (EIAs) are popular insurance contracts. EIAs provide the insured with a guaranteed accumulation rate on their premium at maturity. In addition, the insure...
We revisit the stochastic mesh method for pricing American options, from a conditioning viewpoint, rather than the importance sampling viewpoint of Broadie and Glasserman (1997). ...
ust control problems can be formulated in abstract form as convex feasibility programs, where one seeks a solution x that satisfies a set of inequalities of the form F . = {f (x,...
The Easy Path Wavelet Transform (EPWT) has recently been proposed by one of the authors as a tool for sparse representations of bivariate functions from discrete data, in particul...