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Fast Valuation of Options Under Parameter Uncertainty
Option valuation is typically done under the assumption of perfect knowledge about latent states (such as stochastic volatility) and parameters, an assumption that is rather dubious from a statistical point of view! This needs to be accounted for without introducing arbitrage. Fourier based methods for computing (vanilla) option values are nowadays the bread and butter in many risk management sys
On the linear M-algorithm
Social and community participation in very old age: Insights from a cross-national qualitative study.
Microtechnology developments for proteomics research
Bonsai: Rapid Bounding Volume Hierarchy Generation using Mini Trees
We present an algorithm, called Bonsai, for rapidly building bounding volume hierarchies for ray tracing. Our method starts by computing midpoints of the triangle bounding boxes and then performs a rough hierarchical top-down split using the midpoints, creating triangle groups with tight bounding boxes. For each triangle group, a mini tree is built using an improved sweep SAH method. Once all mini
Lost in transition
Atoms in strong lfields
Saudi Arabia Manages Protests, Dissent
Teacher practices and vocabulary exposure in the content classroom: incidental English vocabulary acquisition in the parallel language university
Secure RPC in embedded system - Evaluation of some GlobalPlatform implementation alternatives
In secure computing systems, isolation between different components is normally the basis for security. However, ab- solute isolation is seldom desired nor practical. Often for the system to function, a secure communication channel between otherwise isolated components is also needed. In this work, we consider implementation of the secure Remote Procedure Call (RPC) mechanism defined by the Global
The personal scope of labour law and the notion of employee in Sweden
Places and paths: An attempt to assess and map the archaeological and historical evidence of long-distance exchange relations in pre-colonial Amazonia
Identification of Application Specific Instructions Based on Sub-Graph Isomorphism Constraints
Memory and ERP effects of distance in semantic space
Regleringen av atypiska anställningar i EG-rätten
Resonant modes in the nuclear medium and nucleus-nucleus collisions
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Coaching för lärande
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