At the Association for Computing Machinery's Symposium on Discrete Algorithms (SODA), a group of MIT researchers will present a new algorithm that, in a large range of practically important cases, ...

This paper presents an efficient methodology for discrete Asian options that is consistent with different types of underlying densities – especially non-normal returns as suggested in the empirical ...

As shown in the last subsection, kernel density estimates can be expressed as a submatrix of a certain convolution. The fast Fourier transform (FFT) is a computationally effective method for computing ...

Many of the latest 16-bit microcontrollers include hardware multiplication so that they can execute time-critical signal-processing algorithms, eliminating the need for a separate digital signal ...

This series is excerpted from “Digital Signal Processingand Applications, 2nd Edition.” Order this book today at www.newnespress.comor by calling 1-800-545-2522 and receive a 20% discount! Use ...

When last we saw [xoreaxeax], he had built a lens-less optical microscope that deduced the structure of a sample by recording the diffraction patterns formed by shining a laser beam through it. At the ...