Abstract. In this paper we describe a new nonlinear estimator for filtering systems with nonlinear process and observation models, based on the optimization with RGO (Restricted Ge...
Using the solution of the one-sided exit problem, a procedure to price Parisian barrier options in a jump-diffusion model with two-sided exponential jumps is developed. By extendin...
In simulation modeling and analysis, there are two situations where there is uncertainty about the number of parameters needed to specify a model. The first is in input modeling w...
Converting a conventional contract into an electronic equivalent is not trivial. The difficulties are caused by the ambiguities that the original human-oriented text is likely to c...
—One of the key factors underlying the popularity of Low-density parity-check (LDPC) code is its iterative decoding algorithm that is amenable to efficient hardware implementati...
Ming Gu, Kiran Misra, Hayder Radha, Shantanu Chakr...