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...
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...
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...
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...
Advanced clock-delayed1 and self-resetting domino circuits are becoming increasingly important design styles in aggressive synchronous as well as asynchronous design. Their design...