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101
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SIAMSC
2008
14 years 11 months ago
2008
Here we develop an option pricing method for European options based on the Fourier-cosine series, and call it the COS method. The key insight is in the close relation of the charac...
119
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CORR
2010
Springer
14 years 6 months ago
2010
Springer
In this paper we show how we can compute in a deterministic way the decomposition of a multivariate rational function with a recombination strategy. The key point of our recombinat...
116
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AIPRF
2008
15 years 1 months ago
2008
A fitness function is needed for a Genetic Algorithm (GA) to work, and it appears natural that the combination of objectives and constraints into a single scalar function using ar...
106
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ECCV
2004
Springer
16 years 1 months ago
2004
Springer
Detecting low-level image features such as edges and ridges with spatial filters is improved if the scale of the features are known a priori. Scale-space representations and wavele...
CORR
2011
Springer
14 years 6 months ago
2011
Springer
Abstract. We present a deep embedding of Bellantoni and Cook’s syntactic characterization of polytime functions. We prove formally that it is correct and complete with respect to...