We analyze the problem of pricing and hedging contingent claims in the multi-period, discrete time, discrete state case using the concept of a sufficiently attractive expected gai...
In time series analysis, inference about causeeffect relationships among multiple times series is commonly based on the concept of Granger causality, which exploits temporal struc...
The initiation of a crack in a sound body is a real issue in the setting of Griffith's theory of brittle fracture. If one uses the concept of critical energy release rate (Gri...
Players invest significant physical effort when playing exertion games. In addition to improving physical health, exertion games are also believed to facilitate social play amongs...
In this paper, we address the problem of determining the order of MISO channels by means of a series of hypothesis tests based on scalar statistics. Using estimated 4th-order outp...