18 citations
4 papers
Impact of Automatic Image Classification and Blind Deconvolution in Improving Text Detection Performance of the CRAFT Algorithm
Clarisa V. Albarillo, Proceso L. Fernandez
Text detection in natural scenes has been a significant and active research subject in computer vision and document analysis because of its wide range of applications as evidenced…
A Numerical Approach to Pricing Exchange Options under Stochastic Volatility and Jump-Diffusion Dynamics
Len Patrick Dominic M. Garces, Gerald H. L. Cheang
We consider a method of lines (MOL) approach to determine prices of European and American exchange options when underlying asset prices are modelled with stochastic volatility and…
Representation of Exchange Option Prices under Stochastic Volatility Jump-Diffusion Dynamics
Gerald H. L. Cheang, Len Patrick Dominic M. Garces
In this article, we provide representations of European and American exchange option prices under stochastic volatility jump-diffusion (SVJD) dynamics following models by Merton (1…
Skew ray tracing in a step-index optical fiber using Geometric Algebra
Angeleene Ang, Quirino M. Sugon, Daniel J. McNamara
We used Geometric Algebra to compute the paths of skew rays in a cylindrical, step-index multimode optical fiber. To do this, we used the vector addition form for the law of propag…