We propose a model which can be jointly calibrated to the corporate bond term structure and equity option volatility surface of the same company. Our purpose is to obtain explicit...
We compare static arbitrage price bounds on basket calls, i.e. bounds that only involve buy-and-hold trading strategies, with the price range obtained within a multivariate genera...
This paper reports our work on extending the OMNeT++ INET Framework with a directional radio model, putting a special emphasis on the implementation of asymmetrical communications...
Paula Uribe, Juan Carlos Maureira Bravo, Olivier D...
Forecasting sequences by expert ensembles generally assumes stationary or near-stationary processes; however, in complex systems and many real-world applications, we are frequentl...
Cosma Rohilla Shalizi, Abigail Z. Jacobs, Aaron Cl...
Many natural objects vary the shapes as linear combinations of certain bases. The measurement of such deformable shapes is coupling of rigid similarity transformations between the...