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SIAMSC
2008
143views more  SIAMSC 2008»
14 years 10 months ago
Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model
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...
Jari Toivanen
JMMA
2002
71views more  JMMA 2002»
14 years 10 months ago
Optimal Hierarchies for Quadrilateral Surfaces
Abstract. Multiresolution representation of quadrilateral surface approximation (MRQSA) is a useful representation for progressive graphics transmission in networks. Based on two r...
Kuo-Liang Chung, Wen-Ming Yan, Jung-Gen Wu
DAC
2004
ACM
15 years 11 months ago
Sparse transformations and preconditioners for hierarchical 3-D capacitance extraction with multiple dielectrics
Capacitance extraction is an important problem that has been extensively studied. This paper presents a significant improvement for the fast multipole accelerated boundary element...
Shu Yan, Vivek Sarin, Weiping Shi
HUC
1999
Springer
15 years 3 months ago
On Positioning for Augmented Reality Systems
In Augmented Reality (AR), see-through Head Mounted Displays (HMDs) superimpose virtual 3D objects over the real world. They have the potential to enhance a user's perception ...
Stelian Persa, Pieter Jonker
76
Voted
ICRA
2005
IEEE
121views Robotics» more  ICRA 2005»
15 years 4 months ago
Distributed Sampling-Based Roadmap of Trees for Large-Scale Motion Planning
Abstract— High-dimensional problems arising from complex robotic systems test the limits of current motion planners and require the development of efficient distributed motion p...
Erion Plaku, Lydia E. Kavraki