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» Bounded Model Debugging
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123
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WSC
2001
15 years 5 months ago
Efficient simulation for discrete path-dependent option pricing
In this paper we present an algorithm for simulating functions of the minimum and terminal value for a random walk with Gaussian increments. These expectations arise in connection...
James M. Calvin
121
Voted
WSC
2004
15 years 5 months ago
Simulation Output Analysis Based on Excursions
We consider the steady state output analysis problem for a process that satisfies a functional central limit theorem. We construct asymptotically valid confidence intervals for th...
James M. Calvin
103
Voted
WEWORC
2007
132views Cryptology» more  WEWORC 2007»
15 years 4 months ago
Towards a Concrete Security Proof of Courtois, Finiasz and Sendrier Signature Scheme
Abstract. Courtois, Finiasz and Sendrier proposed in 2001 a practical code-based signature scheme. We give a rigorous security analysis of a modified version of this scheme in the...
Léonard Dallot
CORR
2007
Springer
91views Education» more  CORR 2007»
15 years 3 months ago
Classical Interaction Cannot Replace a Quantum Message
We demonstrate a two-player communication problem that can be solved in the oneway quantum model by a 0-error protocol of cost O (log n) but requires exponentially more communicat...
Dmitry Gavinsky
117
Voted
ICMCS
2009
IEEE
222views Multimedia» more  ICMCS 2009»
15 years 1 months ago
3D Gaussian descriptor for 3D shape retrieval
This paper presents a new approach to 3D shape comparison and retrieval based on the computation of Gaussian transforms of the surface model on a set of points regularly distribut...
Mohamed Chaouch, Anne Verroust-Blondet