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IOR
2006
192views more  IOR 2006»
13 years 9 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya
MOBICOM
2006
ACM
14 years 2 months ago
Optimal CWmin selection for achieving proportional fairness in multi-rate 802.11e WLANs: test-bed implementation and evaluation
We investigate the optimal selection of minimum contention window values to achieve proportional fairness in a multirate IEEE 802.11e test-bed. Unlike other approaches, the propos...
Vasilios A. Siris, George Stamatakis
ELPUB
1999
ACM
14 years 1 months ago
Two Large-Scale Surveys of Electronic Publication in the United Kingdom
The Department of Information Science at Loughborough University has carried out several user studies on electronic journals in recent years, including the ELVYN and Cafe Jus proj...
Fytton Rowland
ISIPTA
1999
IEEE
116views Mathematics» more  ISIPTA 1999»
14 years 1 months ago
On the Distribution of Natural Probability Functions
The purpose of this note is to describe the underlying insights and results obtained by the authors, and others, in a series of papers aimed at modelling the distribution of `natu...
Jeff B. Paris, Paul N. Watton, George M. Wilmers
CMC
1998
Springer
14 years 1 months ago
The IntelliMedia WorkBench - An Environment for Building Multimodal Systems
Abstract. Intelligent MultiMedia (IntelliMedia) focuses on the computer processing and understanding of signal and symbol input from at least speech, text and visual images in term...
Tom Brøndsted, Paul Dalsgaard, Lars Bo Lars...