22 results on '"Sweldens, Wim"'
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2. Spherical wavelets: Efficiently representing functions on a sphere
3. Factoring wavelet transforms into lifting steps
4. Spherical Wavelets: Texture Processing
5. An Overview of the Theory and Applications of Wavelets
6. Shape from Shading using Parallel Multigrid Relaxation
7. Investment and Valuation Under Backward and Forward Dynamic Exponential Utilities in a Stochastic Factor Model
8. Beyond Hazard Rates: A New Framework for Credit-Risk Modelling
9. Calibration of Lévy Term Structure Models
10. A Generic One-Factor Lévy Model for Pricing Synthetic CDOs
11. Utility Valuation of Credit Derivatives: Single and Two-Name Cases
12. A Tutorial on Zero Volatility and Option Adjusted Spreads
13. Asset Price Bubbles in Complete Markets
14. Taxation and Transaction Costs in a General Equilibrium Asset Economy
15. Mean Reversion Versus Random Walk in Oil and Natural Gas Prices
16. Forward Evolution Equations for Knock-Out Options
17. Pricing of Swaptions in Affine Term Structures with Stochastic Volatility
18. Itô Formulas for Fractional Brownian Motion
19. Some Remarkable Properties of Gamma Processes
20. A Note About Selberg’s Integrals in Relation with the Beta-Gamma Algebra
21. Variance-Gamma and Monte Carlo
22. The Early Years of the Variance-Gamma Process
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