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168
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SIAMSC
2008
15 years 5 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...
155
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JSC
2010
15 years 4 months ago
2010
We show how to compute Hong’s bound for the absolute positiveness of a polynomial in d variables with maximum degree δ in O(n logd n) time, where n is the number of non-zero co...
171
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CJ
2004
15 years 5 months ago
2004
This paper describes a way to manage the modeling and analysis of Scheduled Maintenance Systems (SMS) within an analytically tractable context. We chose a significant case study h...
146
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AUTOMATICA
2008
15 years 6 months ago
2008
In this paper stabilization of nonlinear systems with quadratic multi-input is considered. With the help of control Lyapunov function (CLF), a constructive parameterization of con...
157
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DSD
2008
IEEE
15 years 7 months ago
2008
IEEE
The aim of this work is to present a method for rounding quadratically converging algorithms that improves their performance. This method is able to reduce significantly the numbe...