Using the solution of the one-sided exit problem, a procedure to price Parisian barrier options in a jump-diffusion model with two-sided exponential jumps is developed. By extendin...
This paper presents the limit laws of discrepancies defined via exponential sums, and algorithms (with error bounds) to approximate the corresponding distribution functions. The re...
We address the online linear optimization problem with bandit feedback. Our contribution is twofold. First, we provide an algorithm (based on exponential weights) with a regret of...
Background: Recently, Almeida and Vinga offered a new approach for the representation of arbitrary discrete sequences, referred to as Universal Sequence Maps (USM), and discussed ...
In this paper, we present an automatic web image mining system towards building a universal human age estimator based on facial information, which is applicable to all ethnic grou...