193 search results - page 5 / 39 » Key Derivation for Squared-Friendly Applications: Lower Boun... |
MANSCI
2006
13 years 6 months ago
2006
We present a new approach to pricing American-style derivatives that is applicable to any Markovian setting (i.e., not limited to geometric Brownian motion) for which European cal...
WSC
2007
13 years 8 months ago
2007
Recently developed dual techniques allow us to evaluate a given sub-optimal dynamic portfolio policy by using the policy to construct an upper bound on the optimal value function....
ICALP
2005
Springer
13 years 11 months ago
2005
Springer
Motivated by the study of algorithmic problems in the domain of information security, in this paper, we study the complexity of a new class of computations over a collection of va...
CORR
2007
Springer
13 years 6 months ago
2007
Springer
—A network of n communication links, operating over a shared wireless channel, is considered. Fading is assumed to be the dominant factor affecting the strength of the channels b...
ICPR
2010
IEEE
13 years 4 months ago
2010
IEEE
Abstract--In this paper, we (1) provide a complete framework for classification using Variational Mixture of Experts (VME); (2) derive the variational lower bound; and (3) apply th...