We analyze the problem of pricing and hedging contingent claims in the multi-period, discrete time, discrete state case using the concept of a sufficiently attractive expected gai...
An adaptive ADER finite volume method on unstructured meshes is proposed. The method combines high order polyharmonic spline WENO reconstruction with high order flux evaluation. Po...
Terhemen Aboiyar, Emmanuil H. Georgoulis, Armin Is...
We present the latest developments in modeling 3D biomedical data via the Medial Scaffold (MS), a 3D acyclic oriented graph representation of the Medial Axis (MA) [LK07, SP08]. Th...
Frederic F. Leymarie, Ming-Ching Chang, Celina Imi...
In this paper, we consider the competition of providers of information products against P2P networks that offer illegal versions of the information products. Depending on the gene...
P. Jean-Jacques Herings, Ronald Peeters, Michael S...
We present a weakly nonlinear analysis of our recently developed model for the formation of crime patterns. Using a perturbative approach, we find amplitude equations that govern t...
Martin B. Short, Andrea L. Bertozzi, P. J. Brantin...