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» Algorithmics in Exponential Time
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PODC
2006
ACM
15 years 3 months ago
Computing separable functions via gossip
Motivated by applications to sensor, peer-to-peer, and adhoc networks, we study the problem of computing functions of values at the nodes in a network in a totally distributed man...
Damon Mosk-Aoyama, Devavrat Shah
FS
2006
123views more  FS 2006»
14 years 10 months ago
American Parisian options
Using the solution of the one-sided exit problem, a procedure to price Parisian barrier options in a jump-diffusion model with two-sided exponential jumps is developed. By extendin...
Marc Chesney, Laurent Gauthier
MOC
2002
92views more  MOC 2002»
14 years 9 months ago
Asymptotic properties of the spectral test, diaphony, and related quantities
This paper presents the limit laws of discrepancies defined via exponential sums, and algorithms (with error bounds) to approximate the corresponding distribution functions. The re...
Hannes Leeb
CORR
2012
Springer
210views Education» more  CORR 2012»
13 years 5 months ago
Towards minimax policies for online linear optimization with bandit feedback
We address the online linear optimization problem with bandit feedback. Our contribution is twofold. First, we provide an algorithm (based on exponential weights) with a regret of...
Sébastien Bubeck, Nicolò Cesa-Bianch...
ASYNC
2002
IEEE
120views Hardware» more  ASYNC 2002»
15 years 2 months ago
Relative Timing Based Verification of Timed Circuits and Systems
Advanced clock-delayed1 and self-resetting domino circuits are becoming increasingly important design styles in aggressive synchronous as well as asynchronous design. Their design...
Peter A. Beerel, Ken S. Stevens, Hoshik Kim