We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
In this paper we extend the domain of applicability of the E-method [7, 8], as a hardware-oriented method for evaluating elementary functions using polynomial and rational functio...
Nicolas Brisebarre, Sylvain Chevillard, Milos D. E...
It is known that the frame error rate of turbo codes on quasi-static fading channels can be accurately approximated using the convergence threshold of the corresponding iterative d...
Ioannis Chatzigeorgiou, Ian J. Wassell, Rolando A....
Abstract. Automatic formal verification techniques generally require exponential resources with respect to the number of primary inputs of a netlist. In this paper, we present sev...
HMAC was proved in [3] to be a PRF assuming that (1) the underlying compression function is a PRF, and (2) the iterated hash function is weakly collision-resistant. However, recent...