This paper gives a new representation of Pickands' constants, which arise in the study of extremes for a variety of Gaussian processes. Using this representation, we resolve the long-standing problem ...

PROF. HUMPHREY LLOYD says, in his book “On Magnetism,” published about two months ago, and reviewed (vol. xi. p. 221) in NATURE by Prof. Balfour Stewart, on page 115, in a paragraph on “Gauss's Theory ...

I THINK you will be doing good service to the cause of Natural Science by giving insertion in your valuable pages to the following translation of a notice which appeared in No. 1,825 of the ...

Swaptions and constant maturity swap spread options are essential to calibrating interest rate models yet remain computationally demanding. Toufik Bellaj, Khalid Bellaj and Hicham Nait Yahia propose a ...