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SIAMSC
2008
13 years 9 months ago
2008
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...
SIGPRO
2010
13 years 8 months ago
2010
This short note studies a variation of the Compressed Sensing paradigm introduced recently by Vaswani et al., i.e. the recovery of sparse signals from a certain number of linear m...
ICASSP
2011
IEEE
13 years 1 months ago
2011
IEEE
Parameter trajectory generation for HMM-based speech synthesis is practically achieved using only fixed-point arithmetic with 32-bit integers. Since processors for embedded devic...
CGF
2011
13 years 1 months ago
2011
We present a method for calculating the boundary of objects from Discrete Indicator Functions that store 2material volume fractions with a high degree of accuracy. Although Marchi...
HM
2007
Springer
14 years 4 months ago
2007
Springer
The connected facility location (ConFL) problem generalizes the facility location problem and the Steiner tree problem in graphs. Given a graph G = (V, E), a set of customers D ⊆...