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IMR
2007
Springer
15 years 10 months ago
CUBIT and Seismic Wave Propagation Based Upon the Spectral-Element Method: An Advanced Unstructured Mesher for Complex 3D Geolog
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, ...
WSC
2007
15 years 6 months ago
Monte Carlo methods for valuation of ratchet Equity Indexed Annuities
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...
Ming-hua Hsieh, Yu-fen Chiu
WSC
2008
15 years 6 months ago
Revisit of stochastic mesh method for pricing American options
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). ...
Guangwu Liu, L. Jeff Hong
119
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AUTOMATICA
2007
72views more  AUTOMATICA 2007»
15 years 4 months ago
A probabilistic analytic center cutting plane method for feasibility of uncertain LMIs
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,...
Giuseppe C. Calafiore, Fabrizio Dabbene
TIP
2011
170views more  TIP 2011»
14 years 10 months ago
A New Hybrid Method for Image Approximation Using the Easy Path Wavelet Transform
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...
Gerlind Plonka, Stefanie Tenorth, Daniela Rosca