In this paper we consider optimal stopping problems for a general class of reward functions under matrix-exponential jump-diffusion processes. Given an American call-type reward function in this class ...

Matrix splitting iteration methods have emerged as potent tools in addressing complementarity problems, which frequently arise in optimisation, economics and engineering applications.

The Matrix films have never directly addressed this last remaining plot hole in the franchise. Of course, that could change with the upcoming Matrix 4, set to release in December of 2021.

This property also extends to covariance matrix calculation for rank estimates in multi-parameter problems. Examples, and some simple explanations, are given. Biometrika is primarily a journal of ...