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Eduard C. Dragut, Clement T. Yu, A. Prasad Sistla,...
Abstract A time-dependent double-barrier option is a derivative security that delivers the terminal value φ(ST ) at expiry T if neither of the continuous time-dependent barriers b...
This paper considers a general reduced form pricing model for credit derivatives where default intensities are driven by some factor process X. The process X is not directly observ...
Abstract—When an emergency happens, public communication networks, including cellular networks, public switched telecommunication networks, and the Internet can be utilized to su...
In order to get an efficient image representation we introduce a new adaptive Haar wavelet transform, called Tetrolet Transform. Tetrolets are Haar-type wavelets whose supports ar...