2005 Technical Reports

Technical Reports Home

05-01. I. Florescu. Queuing Processes. [pdf]

05-02. I. Florescu. Pricing The Implied Volatility Surface. [pdf]

05-03. C. A. Tudor, F. Viens. ITO Formula for the Two-parameter Fractional Brownian Motion Using The Extended Divergence Operator.[pdf]

05-04. J. Ghosh. Role of Randomization in Bayesian Analysis - An Expository Overview. [pdf]

05-05. M. Levine. Bandwidth Selection for a Class of Difference-Based Variance Estimators in the Nonparametric Regression: A Possible Approach. [pdf]

05-06. M. Kantarcioglu, B. Xi, C. Clifton. A Game Theoretic Approach to Adversarial Learning. [pdf]