In the development of software with evolving requirements, activities of requirements-engineering and management are present through the whole software development process and aff...
Jewgenij Botaschanjan, Andreas Fleischmann, Markus...
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...
In this work we develop, demonstrate, and distribute the code for a new Simulink block that models the dynamic evolution of the population density function for a physical system w...
This paper describes an evolutionary method for identifying a causal model from the observed time series data. We use a system of ordinary differential equations (ODEs) as the cau...
Membrane computing is a branch of molecular computing that aims to develop models and paradigms that are biologically motivated. It identifies an unconventional computing model, n...