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WCE
2007
15 years 7 months ago
Comparing Risk Neutral Density Estimation Methods using Simulated Option Data
Abstract—In this paper I use Monte Carlo simulated option data to investigate the empirical power of six Risk Neutral Density (RND) estimation techniques. Three alternative appro...
Amine Bouden
JMLR
2008
139views more  JMLR 2008»
15 years 5 months ago
Regularization on Graphs with Function-adapted Diffusion Processes
Harmonic analysis and diffusion on discrete data has been shown to lead to state-of-theart algorithms for machine learning tasks, especially in the context of semi-supervised and ...
Arthur D. Szlam, Mauro Maggioni, Ronald R. Coifman
TOG
2008
127views more  TOG 2008»
15 years 5 months ago
Hair photobooth: geometric and photometric acquisition of real hairstyles
We accurately capture the shape and appearance of a person's hairstyle. We use triangulation and a sweep with planes of light for the geometry. Multiple projectors and camera...
Sylvain Paris, Will Chang, Oleg I. Kozhushnyan, Wo...
CAD
1999
Springer
15 years 5 months ago
Computing offsets of NURBS curves and surfaces
This paper presents algorithms for computing offsets of NURBS curves and surfaces. The basic approach consists of four steps: (1) recognition of special curves and surfaces; (2) s...
Les A. Piegl, Wayne Tiller
MOC
2002
135views more  MOC 2002»
15 years 5 months ago
A fast spherical harmonics transform algorithm
The spectral method with discrete spherical harmonics transform plays an important role in many applications. In spite of its advantages, the spherical harmonics transform has a dr...
Reiji Suda, Masayasu Takami