5 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
2 papers
cs.LG2018★ 1 cited
Weighted Spectral Embedding of Graphs
Thomas Bonald, Alexandre Hollocou, Marc Lelarge
We present a novel spectral embedding of graphs that incorporates weights assigned to the nodes, quantifying their relative importance. This spectral embedding is based on the firs…
q-fin.CP2010★ 5 cited
Sequential Monte Carlo pricing of American-style options under stochastic volatility models
Bhojnarine R. Rambharat, Anthony E. Brockwell
We introduce a new method to price American-style options on underlying investments governed by stochastic volatility (SV) models. The method does not require the volatility proces…