SIAM Journal on Applied Mathematics, Vol. 50, No. 6 (Dec., 1990), pp. 1517-1532 (16 pages) An approximation method of Moore for Kelvin-Helmotz instability is formulated as a general method for ...
Lecture Notes-Monograph Series, Vol. 52, Time Series and Related Topics: In Memory of Ching-Zong Wei (2006), pp. 236-244 (9 pages) This exposition explains the basic ideas of Stein's method for ...
An important part of the marginal maximum likelihood method described previously is the computation of the integral over the random effects. The default method in PROC NLMIXED for computing this ...
A critical issue in the credit risk industry is the accurate, efficient and robust pricing of collateralized debt obligations (CDOs) in a variety of mathematical models. These and many similar basket ...