This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
We analyze a new property of directed acyclic graphs (DAGs), called layerwidth, arising from a class of DAGs proposed by Eiter and Lukasiewicz. This class of DAGs permits certain ...
This paper describes a technique for producing realistic animations of melting objects. The work presented here introduces a method that accurately models both thermal flow and t...
Abstract. We study the problem of multimodal dimensionality reduction assuming that data samples can be missing at training time, and not all data modalities may be present at appl...
Processor speed and available computing power constantly increases, enabling computation of more and more complex problems such as numerical simulations of physical processes. In t...