296 search results - page 4 / 60 » Numerical integration in logistic-normal models |
SIAMSC
2008
14 years 9 months ago
2008
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...
DAC
2003
ACM
15 years 2 months ago
2003
ACM
This paper presents a new algorithm based on Integrated Congruence transform for the analysis of both uniform and nonuniform transmission lines. The key advantage of the proposed ...
ISBI
2009
IEEE
15 years 4 months ago
2009
IEEE
We present a numerical framework for Fluorescence Diffuse Optical Tomography (fDOT) that combines a forward model together with an iterative reconstruction procedure. Using rapid ...
DATE
2006
IEEE
15 years 3 months ago
2006
IEEE
A new methodology is presented to assure numerically reliable integration of the magnetisation slope in the JilesAtherton model of ferromagnetic core hysteresis. Two HDL implement...
JC
2010
14 years 8 months ago
2010
We present a new general class of methods for the computation of high-dimensional integrals. The quadrature schemes result by truncation and discretization of the anchored-ANOVA d...