Description We consider the problem of pricing and hedging of defaultable rating-sensitive claims. By a defaultable rating-sensitive claim, we mean a classical one broadened by a migration process and...
Description Precipitation is an important microstructure feature in alloys; and it affects many aspects of material properties and performance. With its importance, precipitation modeling and...
Description Microbially modulated carbonate precipitation is a fundamentally important phenomenon of natural and engineered environments which involves the interaction of biological, chemical...
Description We discuss the choice of polynomial basis for approximation of uncertainty propagation through complex simulation models with capability to output derivative information. Our work is a...
Speaker Paul Fischer Argonne National Laboratory Description Accuracy and stability have long been essential to numerical algorithms for the simulation of fluid flow. With the advent of tera- and...
Description We consider the following on-line decision problem. The vertices of a graph which is a complete rooted directed k-ary tree are being observed one by one in some random order by a selector...
Description We consider the following on-line decision problem. The vertices of a graph which is a complete rooted directed k-ary tree are being observed one by one in some random order by a selector...
Event Topic: Computational Mathematics & Statistics
Event Topic: Computational Mathematics & Statistics
Event Topic: Computational Mathematics & Statistics
