It is no secret that digital oscilloscopes are sampled data instruments and do not acquire a continuous record of the input signal. We know from sampling theory that the input signal, properly sampled ...

Geostatistics originate from the work of French mathematician G. Matheron and South African mining engineer D.G. Krige, who worked on developing an optimal interpolation procedure based on ...

We present efficient partial differential equation (PDE) methods for continuous-time mean-variance portfolio allocation problems when the underlying risky asset follows a stochastic volatility process ...