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AOR
2010
13 years 2 months ago
Computing general static-arbitrage bounds for European basket options via Dantzig-Wolfe decomposition
We study the problem of computing general static-arbitrage bounds for European basket options; that is, computing bounds on the price of a basket option, given the only assumption...
Javier Peña, Xavier Saynac, Juan Carlos Ver...
GD
2006
Springer
13 years 9 months ago
Planar Decompositions and the Crossing Number of Graphs with an Excluded Minor
Tree decompositions of graphs are of fundamental importance in structural and algorithmic graph theory. Planar decompositions generalise tree decompositions by allowing an arbitrar...
David R. Wood, Jan Arne Telle
TVLSI
1998
124views more  TVLSI 1998»
13 years 5 months ago
Computing support-minimal subfunctions during functional decomposition
Abstract— The growing popularity of look-up table (LUT)based field programmable gate arrays (FPGA’s) has renewed the interest in functional or Roth–Karp decomposition techni...
Christian Legl, Bernd Wurth, Klaus Eckl
VMV
2008
151views Visualization» more  VMV 2008»
13 years 6 months ago
Adaptive surface decomposition for the distance computation of arbitrarily shaped objects
We propose an adaptive decomposition algorithm to compute separation distances between arbitrarily shaped objects. Using the Gilbert-JohnsonKeerthi algorithm (GJK), we search for ...
Marc Gissler, Matthias Teschner
ICALP
2009
Springer
14 years 5 months ago
A Distributed and Oblivious Heap
This paper shows how to build and maintain a distributed heap which we call SHELL. In contrast to standard heaps, our heap is oblivious in the sense that its structure only depends...
Christian Scheideler, Stefan Schmid