15 research outputs found
Conductive adhesive-free surface mount type high frequency fundamental crystal resonators by gold bump bonding
The effects of low oxygen atmospheres on the powderpost beetle, lyctus brunneus (stephens)
ENHANCED QUASI-MONTE CARLO METHODS WITH DIMENSION REDUCTION
In recent years, the quasi-Monte Carlo approach for pricing high-dimensional derivative securities has been used widely relative to other competitive approaches such as the Monte Carlo methods. Such success can be, in part, attributed to the notion of effective dimension of the finance problems. In this paper, we provide additional insight on the connection between the effective dimension and the quasi-Monte Carlo method. We also propose a dimension reduction technique which further enhances the quasi-Monte Carlo method for derivative pricing. The efficiency of the proposed method is illustrated by applying it to high-dimensional multi-factor path-dependent derivative securities.
Measurement of urinary cauxin in geriatric cats with variable plasma creatinine concentrations and proteinuria and evaluation of urine cauxin-to-creatinine concentration ratio as a predictor of developing azotemia
Genetic and morphological variations in the Indian mackerelRastrelUger kanagurta (Cuvier 1817) from the Goa region
Securing Tohoku's Future: Planning for Rebuilding in the First Year following the Tohoku-Oki Earthquake and Tsunami
20cm survey of the AKARI NEP
VizieR online Data Catalogue associated with article published in journal Astronomy & Astrophysics with title 'A deep survey of the AKARI north ecliptic pole field. I. WSRT 20 cm radio survey description, observations and data reduction.' (bibcode: 2010A&A...517A..54W
