We compare static arbitrage price bounds on basket calls, i.e. bounds that only involve buy-and-hold trading strategies, with the price range obtained within a multivariate genera...
This paper presents a two-step, RC-interconnect insensitive linear time-varying (LTV) driver model for gate-level timing calculation. We show how to characterize a driver with the...
The sparse Cholesky factorization of some large matrices can require a two dimensional partitioning of the matrix. The sparse hypermatrix storage scheme produces a recursive 2D par...
Location services are essential to many applications running on a hybrid of wirelessly-networked mobile actors and static sensors, such as surveillance systems and the Pursuer and...
We propose STILL, a generic defense based on Static Taint and InitiaLization anaLyses, to detect exploit code embedded in data streams/requests targeting at various Internet servi...