Semi-Lagrange time integration for PDE models of asian options

Semi-Lagrange time integration is used with the finite difference method to provide accurate stable prices for Asian options, with or without early exercise. These are combined with coordinate transformations for computational efficiency and compared with published results

The assassination of time (ζeta-philosophy)

The Digital Art Weeks PROGRAM (DAW06) is concerned with the application of digital technology in the arts. Consisting again this year of symposium, workshops and performances, the program offers insight into current research and innovations in art and technology as well as illustrating resulting synergies in a series of performances, making artists aware of impulses in technology and scientists aware of the possibilities of the application of technology in the arts.

Trembling the plane of immanence: media arts philosophy and the re-vision of art (or what’s acoustics got to do with the visual?)

Invited lecture at the Royal Academy of Art.