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» Bases for parametrized iterativity
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WSC
2007
15 years 4 months ago
American option pricing under stochastic volatility: a simulation-based approach
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...
Arunachalam Chockalingam, Kumar Muthuraman
ASAP
2008
IEEE
199views Hardware» more  ASAP 2008»
15 years 3 months ago
An efficient method for evaluating polynomial and rational function approximations
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...
CISS
2008
IEEE
15 years 3 months ago
On the frame error rate of transmission schemes on quasi-static fading channels
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....
CHARME
2005
Springer
145views Hardware» more  CHARME 2005»
15 years 3 months ago
Maximal Input Reduction of Sequential Netlists via Synergistic Reparameterization and Localization Strategies
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...
Jason Baumgartner, Hari Mony
CRYPTO
2006
Springer
129views Cryptology» more  CRYPTO 2006»
15 years 3 months ago
New Proofs for
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...
Mihir Bellare