This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
Boneh and Venkatesan have recently proposed a polynomial time algorithm for recovering a "hidden" element of a finite field Fp of p elements from rather short strings of...
Invariant features or operators are often used to shield the recognition process from the effect of "nuisance" parameters, such as rotations, foreshortening, or illumina...
Motivated by online ad allocation, we study the problem of simultaneous approximations for the adversarial and stochastic online budgeted allocation problem. This problem consists...
Vahab S. Mirrokni, Shayan Oveis Gharan, Morteza Za...
We recently showed that arbitrarily reliable communication is possible within a single coherence interval in Rayleigh flat fading as the symbol-duration of the coherence interval ...
Thomas L. Marzetta, Babak Hassibi, Bertrand M. Hoc...