We develop an efficient Monte Carlo algorithm for pricing barrier options with the variance gamma model (Madan, Carr, and Chang 1998). After generalizing the double-gamma bridge s...
Background: In recent years, the demand for computational power in computational biology has increased due to rapidly growing data sets from microarray and other high-throughput t...
Summarizing large multidimensional datasets is a challenging task, often requiring extensive investigation by a user to identify overall trends and important exceptions to them. W...
Background: Ab initio protein structure prediction methods generate numerous structural candidates, which are referred to as decoys. The decoy with the most number of neighbors of...
Many computational tools have recently begun to benefit from the use of the symmetry inherent in the tasks they solve, and use general-purpose graph symmetry tools to uncover this...