In this paper we derive Fourier transforms for double sided Parisian option contracts. The double sided Parisian option contract is triggered by the stock price process spending some time above an upper level or below some lower level. The double sided Parisian knock-in call contract is the general type of Parisian contract from which all the one-sided contract types follow. We also discuss the...

Given an accurate 3-D shape model of a scene, the motion parameters of a moving camera can be recovered with high accuracy using model-based motion estimation techniques. Shape errors, however, reduce the accuracy of this kind of motion estimation considerably. In this paper, model-based motion estimation is combined with simultaneous object shape refinement. A deformable 3-D shape model of low...

Human motion analysis is receiving increasing attention from computer vision researchers. This interest is motivated by a wide spectrum of applications, such as athletic performance analysis, surveillance, man–machine interfaces, content-based image storage and retrieval, and video conferencing. This paper gives an overview of the various tasks involved in motion analysis of the human body. We ...

In this paper we present a simplified tracking method to efficiently track people from a crowd video using the Minimum Mean Square Error (MMSE) technique. The system tracks people from a video sequence and is robust to varied lighting conditions and complex crowded scenes. The method effectively handles small occlusions and invokes a manual tracking procedure under severe occlusions. The system...

An algorithm is presented for a robust real-time motion recovery. The algorithm uses point to line matches and L1 error metric to reduce outliers and aperture effects. The line-to-point match is implemented using weighted hough transform over a normalized correlation matrix. The motion parameters minimize theL1 norm and are computed using linear programming.

We have developed a two-stage model of motion perception that identifies moving spatial features and computes their velocity, achieving both high spatial localisation and reliable estimates of velocity. Features are detected in each frame by locating the peaks of the spatial local energy functions, as for stationary images (Morrone MC and Burr DC. Proc R Soc Lond 1988;B235:221-245.). The energy...

We describe progress towards visual analysis of pedestrian motion. While trajectories of humans on foot are stochastic in nature, in a constrianed situation underlying patterns of motion can be identified. The work presented in this report focuses on movement of people through scenes which are under visual surveillance. In this case, analysis of continuous video footage provides a history of ma...