Now showing items 1-2 of 2

    • Hedging in a Financial Market with Regime-Switching 

      Gomes, Adam Daniel (University of Waterloo, 2021-10-06)
      It is well-known that in the complete standard financial market model driven solely by Brownian motion, one can always hedge a given contingent claim starting from an appropriate initial wealth. In other words, there always ...
    • Prediction for Projection on Time-Varying Surfaces 

      Gomes, Adam Daniel (University of Waterloo, 2016-09-20)
      In spatial augmented reality applications, when video projectors display images on time-varying, non-planar surfaces, rather than on flat, rigid surfaces, undesired image distortion may occur. For applications where realism ...


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