Monte Carlo simulation techniques that use function approximations have been successfully applied to approximately price multi-dimensional American options. However, for many pric...
Let P be a set of n points in the plane. A geometric proximity graph on P is a graph where two points are connected by a straight-line segment if they satisfy some prescribed prox...
In the context of auctions for digital goods, an interesting Random Sampling Optimal Price auction (RSOP) has been proposed by Goldberg, Hartline and Wright; this leads to a truth...
— We present a novel observer design for a class of single-output nonlinear systems with Markov jumps. The Markov jump process interferes with a deterministic nonlinear dynamics ...
An ensemble of stochastic non-leaky integrate-and-fire neurons with global, delayed and excitatory coupling and a small refractory period is analyzed. Simulations with adiabatic ...