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...
We present an efficient multigrid algorithm that is adequate to solve a heavy linear system given in cloth simulation. Although multigrid has been successfully applied to the Pois...
Confidence intervals for the median of estimators or other quantiles were proposed as a substitute for usual confidence intervals in terminating and steady-state simulation. This ...
Background: Prediction of disulfide bridges from protein sequences is useful for characterizing structural and functional properties of proteins. Several methods based on differen...
Marc Vincent, Andrea Passerini, Matthieu Labb&eacu...
Adequate tool support is a crucial factor of success for a software development method or technique. In this paper, we present the MagicUWE tool, that supports systematic design of...