expansions for close-to-the-money options under a Lévy jump model with stochastic volatility

problem in o very short time. One kind of computation for which massively porollel networks appear to be well suited is large constraint satisfaction searches, but to use the connections efficiently two conditions must be met: First, a search technique that is suitable for parallel networks must be found

We examine properties of residual-based tests for the null of no cointegration for dynamic panels in which both the short-run dynamics and the long-run slope coefficients are permitted to be heterogeneous across individual members of the panel+ The tests also allow for individual heterogeneous

this paper we first discuss the wire metrics of interest and examine them in a contemporary 0.25m process. We then discuss technology scaling over the next several generations, from SIA and other predictions, and how our wire metrics trend over that time. We will examine the delay and bandwidth

. Furthermore, it can learn to do this in a remarkably short period of time (8 or 10 hours of machine-playing time) when given only the rules of the game, a sense of direction, and a redundant and incomplete list of parameters which are thought to have something to do with the game, but whose correct signs

. This paper presents the overall structure, the design criteria, and the main features of the tool box Uppaal. It gives a detailed user guide which describes how to use the various tools of Uppaal version 2.02 to construct abstract models of a real-time system, to simulate its dynamical behavior

generated using an efficient dynamic method, and test data were time registered wi th the templates. A set of ten mel-frequency cepstrum coefficients computed every 6 " 4 ms resulted in the best performance, namely 96.. 5 % and 9500 % recognition with each of two speakers.. The superior performance

be done in a fraction of a second on a contemporary workstation (=150 MIPS), after learning for relatively short periods of time (a few dozen seconds)

agents. For convenience, we divide these issues into three areas (though as the reader will see, the divisions are at times somewhat arbitrary). Agent theory is concerned with the question of what an agent is, and the use of mathematical formalisms for representing and reasoning about the properties

State of the art, real-time, rate-adaptive, multimedia applications adjust their transmission rate to match the available network capacity. Unfortunately, this source-based rate-adaptation performs poorly in a heterogeneous multicast environment because there is no single target rate