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SIAMSC
2008
92views more  SIAMSC 2008»
15 years 7 months ago
A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions
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...
F. Fang, Cornelis W. Oosterlee
SYMMETRY
2010
72views more  SYMMETRY 2010»
15 years 2 months ago
Symmetric Matrix Fields in the Finite Element Method
: 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...
Gerard Awanou
EUROPAR
2011
Springer
14 years 7 months ago
A Bit-Compatible Parallelization for ILU(k) Preconditioning
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...
Xin Dong 0004, Gene Cooperman
ICIP
2004
IEEE
16 years 9 months ago
Shear-resize factorizations for fast multi-modal volume registration
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 ...
Ying Chen, Pengwei Hao, Jian Yu
ICIP
2001
IEEE
16 years 9 months ago
Higher order autocorrelations for pattern classification
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...
Vlad Popovici, Jean-Philippe Thiran