This is a great draft book about stochastic calculus and finance. It covers large number of topics such as Introduction to Probability Theory, Conditional Expectation, Arbitrage Pr...
Robust optimization has traditionally focused on uncertainty in data and costs in optimization problems to formulate models whose solutions will be optimal in the worstcase among ...
Kedar Dhamdhere, Vineet Goyal, R. Ravi, Mohit Sing...
In this paper we describe several novel sparsification techniques used in a Fast Stochastic Integral Equation Solver to compute the mean value and the variance of capacitance of ...
In recent articles we presented a general methodology for finite optimization. The new method, the Nested Partitions (NP) method, combines partitioning, random sampling, a select...
In this paper, we present an automatic statistical approach for extracting 3D blood vessels from time-of-flight (TOF) magnetic resonance angiography (MRA) data. The voxels of the d...