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188
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SIAMSC
2008
15 years 7 months ago
2008
Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...
242
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SAC
2008
ACM
15 years 7 months ago
2008
ACM
Abstract. In this paper we discuss new adaptive proposal strategies for sequential Monte Carlo algorithms--also known as particle filters--relying on new criteria evaluating the qu...
176
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ICPR
2010
IEEE
15 years 5 months ago
2010
IEEE
We propose a region-based foreground object segmentation method capable of dealing with image sequences containing noise, illumination variations and dynamic backgrounds (as often...
254
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CVPR
2012
IEEE
13 years 10 months ago
2012
IEEE
This paper addresses recognition of human activities with stochastic structure, characterized by variable spacetime arrangements of primitive actions, and conducted by a variable ...
222
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CVPR
2008
IEEE
16 years 9 months ago
2008
IEEE
The robust alignment of images and scenes seen from widely different viewpoints is an important challenge for camera and scene reconstruction. This paper introduces a novel class ...