Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...
We present a novel framework for automated extraction and approximation of numerical object attributes such as height and weight from the Web. Given an object-attribute pair, we d...
Conservative linear equations arise in many areas of application, including continuum mechanics or high-frequency geometrical optics approximations. This kind of equation admits mo...
Abstract. We discuss the numerical evaluation of a symmetric potential function which arises naturally in applications. We present a method designed to accurately and efficiently c...
We introduce in this paper a generalization of the widely used hidden Markov models (HMM's), which we name "structural hidden Markov models" (SHMM). Our approach is ...