We justify and give error estimates for binomial approximations of game (Israeli) options in the Black-Scholes market with Lipschitz continuous path dependent payoffs ...
This paper analyzes a discretization of the nonstationary Stokes problem with periodic-nonperiodic boundary conditions. Fourier-Legendre spectral approximations are considered with respect to the ...
Pointwise localization of individual fluorophores is a critical step in super-resolution localization microscopy and single particle tracking. Although the methods are limited by the localization ...
Very often, in the test and measurement industry, a measurement is made by instrumentation, which is often subject to errors. It is difficult to estimate the true value of the measured quantity given ...