Asian options are path-dependent derivatives. How to price them efficiently and accurately has been a longstanding research and practical problem. Asian options can be priced on t...
In this paper, we propose a unified algorithmic framework for solving many known variants of MDS. Our algorithm is a simple iterative scheme with guaranteed convergence, and is mo...
Arvind Agarwal, Jeff M. Phillips, Suresh Venkatasu...
Bayesian model averaging, model selection and its approximations such as BIC are generally statistically consistent, but sometimes achieve slower rates of convergence than other m...
Recently, a powerful two-phase method for restoring images corrupted with high level impulse noise has been developed. The main drawback of the method is the computational efficie...
We describe a general-purpose method for the accurate and robust interpretation of a data set of p-dimensional points by several deformable prototypes. This method is based on the ...