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SIAMSC
2008
143views more  SIAMSC 2008»
13 years 7 months ago
Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model
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...
Jari Toivanen
JC
2007
94views more  JC 2007»
13 years 7 months ago
On the complexity of the multivariate Sturm-Liouville eigenvalue problem
We study the complexity of approximating the smallest eigenvalue of −∆ + q with Dirichlet boundary conditions on the d-dimensional unit cube. Here ∆ is the Laplacian, and th...
A. Papageorgiou
TMI
2008
135views more  TMI 2008»
13 years 7 months ago
A Factorization Approach for Cone-Beam Reconstruction on a Circular Short-Scan
In this paper, we introduce a new algorithm for 3-D image reconstruction from cone-beam (CB) projections acquired along a partial circular scan. Our algorithm is based on a novel, ...
Frank Dennerlein, Frédéric Noo, H. S...
JMLR
2007
101views more  JMLR 2007»
13 years 7 months ago
Noise Tolerant Variants of the Perceptron Algorithm
A large number of variants of the Perceptron algorithm have been proposed and partially evaluated in recent work. One type of algorithm aims for noise tolerance by replacing the l...
Roni Khardon, Gabriel Wachman
JMM2
2007
123views more  JMM2 2007»
13 years 7 months ago
An Assignment Scheme to Control Multiple Pan/Tilt Cameras for 3D Video
— This paper presents an assignment scheme to control multiple Pan/Tilt (PT) cameras for 3D video of a moving object. The system combines static wide field of view (FOV) cameras...
Sofiane Yous, Norimichi Ukita, Masatsugu Kidode