Here we develop an option pricing method for European options based on the Fourier-cosine series, and call it the COS method. The key insight is in the close relation of the charac...
: The theory of elasticity is used to predict the response of a material body subject to applied forces. In the linear theory, where the displacement is small, the stress tensor wh...
Abstract. ILU(k) is a commonly used preconditioner for iterative linear solvers for sparse, non-symmetric systems. It is often preferred for the sake of its stability. We present T...
Intensity-based methods work well for multi-modal image registration owing to their effectiveness and simplicity, but the computation for geometric transforms is a heavy load. To ...
The use of higher-order local autocorrelations as features for pattern recognition has been acknowledged since many years, but their applicability was restricted to relatively low...