The European call option prices have well-known formulae in the Cox-RossRubinstein model [2], depending on the volatility of the underlying asset. Nevertheless it is hard to give ...
We address the problem of curvature estimation from sampled smooth surfaces. Building upon the theory of normal cycles, we derive a definition of the curvature tensor for polyhed...
Cardinality constraints or, more generally, weight constraints are well recognized as an important extension of answer-set programming. Clearly, all common algorithmic tasks relat...
A novel method which can be regarded as the noisecounterpart of the celebrated Elmore’s delay formula— both being based on the first two moments of the network’s transfer fu...
: In restructured electric power industries around the world, power pool designers have enabled generators to earn revenues consisting of energy and capacity payments. This paper d...