Abstract—In this paper I use Monte Carlo simulated option data to investigate the empirical power of six Risk Neutral Density (RND) estimation techniques. Three alternative appro...
Simulation experiments are often analyzed through a linear regression model of their input/output data. Such an analysis yields a metamodel or response surface for the underlying ...
Abstract. In this work we solve the Barker-Ferry equation which accounts for the quantum character of the electron-phonon interaction in semiconductors in the framework of the Mont...
Data-parallel accelerator devices such as Graphical Processing Units (GPUs) are providing dramatic performance improvements over even multicore CPUs for lattice-oriented applicatio...
This paper proposes a new approach to describe the salient contours in cluttered scenes. No need to do the preprocessing, such as edge detection, we directly use a set of random s...