Discover the BGM Model's role in pricing interest rate derivatives using LIBOR rates. Learn its applications, advantages, and insights for swaptions and caplets.
Abstract: Model Predictive Control has emerged as a popular tool for robots to generate complex motions. However, the real-time requirement has limited the use of hard constraints and large preview ...
Abstract: In this letter, we propose ContactSDF, a method that uses signed distance functions (SDFs) to approximate multi-contact models, including both collision detection and time-stepping routines.
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