We develop an efficient Monte Carlo algorithm for pricing barrier options with the variance gamma model (Madan, Carr, and Chang 1998). After generalizing the double-gamma bridge s...
Sub-Nyquist systems capture the signal information in a different fashion than uniform high-rate samples. Consequently, digital processing, which is the prime reason for leaving t...
This paper addresses the discovery of activities and learns the underlying processes that govern their occurrences over time in complex surveillance scenes. To this end, we propos...
Glycans are molecules made from simple sugars that form complex tree structures. Glycans constitute one of the most important protein modifications, and identification of glycans...
In this paper, we describe a broad class of problems arising in the context of designing codes for DNA computing. We primarily focus on design considerations pertaining to the phen...