We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
Abstract. Dynamicprogramming is an importantalgorithm design technique. It is used for solving problems whose solutions involve recursively solving subproblems that share subsubpro...
Multilinear analysis provides a powerful mathematical framework for analyzing synthetic aperture radar (SAR) images resulting from the interaction of multiple factors like sky lum...
Besides search, complete inference methods can also be used to solve soft constraint problems. Their main drawback is the high spatial complexity. To improve its practical usage, w...
Simulated binary crossover (SBX) is a real-parameter recombination operator which is commonly used in the evolutionary algorithm (EA) literature. The operator involves a parameter...