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IOR
2006
192views more  IOR 2006»
13 years 10 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya
JPDC
2008
217views more  JPDC 2008»
13 years 10 months ago
Parallel techniques for information extraction from hyperspectral imagery using heterogeneous networks of workstations
Recent advances in space and computer technologies are revolutionizing the way remotely sensed data is collected, managed and interpreted. In particular, NASA is continuously gath...
Antonio J. Plaza
JPDC
2006
185views more  JPDC 2006»
13 years 10 months ago
Commodity cluster-based parallel processing of hyperspectral imagery
The rapid development of space and computer technologies has made possible to store a large amount of remotely sensed image data, collected from heterogeneous sources. In particul...
Antonio Plaza, David Valencia, Javier Plaza, Pablo...
CGA
2005
13 years 10 months ago
Hardware-Assisted Feature Analysis and Visualization of Procedurally Encoded Multifield Volumetric Data
Procedural encoding of scattered and unstructured scalar datasets using Radial Basis Functions (RBF) is an active area of research with great potential for compactly representing ...
Manfred Weiler, Ralf P. Botchen, Simon Stegmaier, ...
CGF
2005
95views more  CGF 2005»
13 years 10 months ago
Fast Summed-Area Table Generation and its Applications
We introduce a technique to rapidly generate summed-area tables using graphics hardware. Summed area tables, originally introduced by Crow, provide a way to filter arbitrarily lar...
Justin Hensley, Thorsten Scheuermann, Greg Coombe,...