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...
Tree decompositions of graphs are of fundamental importance in structural and algorithmic graph theory. Planar decompositions generalise tree decompositions by allowing an arbitrar...
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...
We propose an adaptive decomposition algorithm to compute separation distances between arbitrarily shaped objects. Using the Gilbert-JohnsonKeerthi algorithm (GJK), we search for ...
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...