Arithmetic Asian options are financial derivatives which have the feature of path-dependency: they depend on the entire price path of the underlying asset, rather than just the in...
Anson H. T. Tse, David B. Thomas, Kuen Hung Tsoi, ...
An analytical model is developed to solve the power-rate assignment problem for multi-rate CDMA systems and calculate the probability density function (PDF) for the downlink traffi...
Geant4 is a very large, highly accurate toolkit for Monte Carlo simulation of particle-matter interaction. It has been applied to high-energy physics, cosmic ray modeling, radiati...
Abstract--The increasing availability of multi-core and multiprocessor architectures provides new opportunities for improving the performance of many computer simulations. Markov C...
Jonathan M. R. Byrd, Stephen A. Jarvis, Abhir H. B...
In this paper, we present a Bayesian framework for the fully automatic tracking of a variable number of interacting targets using a fixed camera. This framework uses a joint multi...
Kevin Smith, Daniel Gatica-Perez, Jean-Marc Odobez