The Bjerksund-Stensland model is a key method for pricing American options. It helps investors determine optimal times for exercising options with dividends considered.
Abstract: This letter introduces low-complexity approximations for the Wavelet Energy Correlation Screening (WECS) method, which aims at change detection in multitemporal SAR images. The WECS method ...
Abstract: Nonnegative low-rank matrix approximation is an important technique in data analysis for extracting meaningful patterns from high-dimensional nonnegative data. This nonnegative low-rank ...
Lasso is a regularization method for parameter estimation in linear models. It optimizes the model parameters with respect to a loss function subject to model complexities. This paper explores the use ...