In a systematic top-down design methodology it is important to perform a careful high-level architectural design before proceeding with the detailed block-level design. For the high-level design of transceiver front-ends there is a lack of behavioral system-level simulation tools, which are both fast and accurate enough to allow the exploration of system-level tradeoffs. In this paper a novel s...

Solidification is a critical step for many manufacturing processes, including casting, welding, and additive [...]

In this paper we develop an algorithm to calculate prices and Greeks of barrier options driven by a class of additive processes. Additive processes are time-inhomogeneous Lévy processes, or equivalently, processes with independent but inhomogeneous increments. We obtain an explicit semi-analytical expression for the first-passage probability of an additive process with hyper-exponential jumps. ...