We introduce a simple numerical algorithm to study banking systems subject to credit risk. The algorithm is based on a model that is completely defined by only two parameters. We start with a ...

This paper presents a numerical algorithm for computing full information maximum likelihood (FIML) and nonlinear three-stage least squares (3SLS) coefficient estimates for large nonlinear ...

a, Diagram of a point-cloud CGH algorithm, showing typical axis conventions. Every point of the ship model point cloud creates a point-spread function on the hologram plane (color code: hue ...

Numerous problems in numerical analysis, including matrix inversion, eigenvalue calculations and polynomial zerofinding, share the following property: The difficulty of solving a given problem is ...