FS
2011
13 years 2 months ago
2011
Abstract We derive an explicit representation of the transitions of the Heston stochastic volatility model and use it for fast and accurate simulation of the model. Of particular i...
ESANN
2003
2003
Approximately unbiased estimation of conditional variance in heteroscedastic kernel ridge regression
14 years 25 days ago
In this paper we extend a form of kernel ridge regression for data characterised by a heteroscedastic noise process (introduced in Foxall et al. [1]) in order to provide approxima...
SIGMETRICS
2005
ACM
14 years 5 months ago
2005
ACM
In addition to providing small mean response times, modern applications seek to provide users predictable service and, in some cases, Quality of Service (QoS) guarantees. In order...