Abstract. Currently, there are two market models for valuation and risk management of interest rate derivatives, the LIBOR and swap market models. We introduce arbitrage-free const...
This paper proposes a real-time simulation technique for thin shells undergoing large deformation. Shells are thin objects such as leaves and papers that can be abstracted as 2D s...
Abstract. Determination of stress strain state components of butt welded joint with a mild interlayer at elasto-plastic tension is presented in this paper. Function of normal trans...
Algis Brazenas, Dainius Vaiciulis, Vytautas Kleiza
Abstract--A real-time communication system with noisy feedback is considered. The system consists of a Markov source, forward and backward discrete memoryless channels, and a recei...
Abstract--Efficient near-optimal energy allocation for multimedia data transmission using multicarrier modulation is investigated. The optimal method typically relies on an iterati...