This paper presents a new approach to pricing Americanstyle derivatives. By approximating the value function with a piecewise linear interpolation function, the option holder'...
Scott B. Laprise, Michael C. Fu, Steven I. Marcus,...
Abstract. Multiresolution representation of quadrilateral surface approximation (MRQSA) is a useful representation for progressive graphics transmission in networks. Based on two r...
In compressed sensing we seek to gain information about vector x ∈ RN from d << N nonadaptive linear measurements. Candes, Donoho, Tao et. al. ( see e.g. [2, 4, 8]) propos...
This paper presents a framework for multiresolution compression and geometric reconstruction of arbitrarily dimensioned data designed for distributed applications. Although being ...
We investigate the problem of finding the metric structure of a general 3D scene viewed by a moving camera with square pixels and constant unknown focal length. While the problem ...