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Full-Text Articles in Social and Behavioral Sciences
Recovery Of Time-Dependent Parameters Of A Black-Scholes-Type Equation: An Inverse Stieltjes Moment Approach, Marianito R. Rodrigo, Rogemar S. Mamon
Recovery Of Time-Dependent Parameters Of A Black-Scholes-Type Equation: An Inverse Stieltjes Moment Approach, Marianito R. Rodrigo, Rogemar S. Mamon
Faculty of Engineering and Information Sciences - Papers: Part A
We show that the problem of recovering the time-dependent parameters of an equation of Black-Scholes type can be formulated as an inverse Stieltjes moment problem. An application to the problem of implied volatility calculation in the case when the model parameters are time varying is provided and results of numerical simulations are presented.
The Ofdm-Idma Approach To Wireless Communication Systems, Li Ping, Qinghua Guo, Jun Tong
The Ofdm-Idma Approach To Wireless Communication Systems, Li Ping, Qinghua Guo, Jun Tong
Faculty of Engineering and Information Sciences - Papers: Part A
This article outlines the basic principles of OFDM-IDMA. Comparisons with other alternative technologies such as OFDM-CDMA and OFDMA are provided. Some attractive features of OFMD-IDMA are explained, including low-cost iterative multi-user detection, flexible rate adaptation, frequency diversity, and significant advantages regarding spectral and power efficiency. © 2007 IEEE.