We present a simple dynamic equilibrium model for an online exchange where both buyers and sellers arrive according to a exogenously defined stochastic process. The structure of t...
We introduce a general approach to model a joint market of stock price and a term structure of variance swaps in an HJM-type framework. In such a model, strongly volatility-depend...
In smart grid, a home appliance can adjust its power consumption level according to the realtime power price obtained from communication channels. Most studies on smart grid do not...
Abstract—In this paper we consider wireless cooperative multihop networks, where nodes that have decoded the message at the previous hop cooperate in the transmission toward the ...
The plenoptic function (Adelson and Bergen, 91) describes the visual information available to an observer at any point in space and time. Samples of the plenoptic function (POF) a...