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IJPP
2010
137views more  IJPP 2010»
14 years 8 months ago
Parallel Option Price Valuations with the Explicit Finite Difference Method
Abstract. We show how computations such as those involved in American or European-style option price valuations with the explicit finite difference method can be performed in par...
Alexandros V. Gerbessiotis
BMCBI
2007
99views more  BMCBI 2007»
14 years 10 months ago
Identifying allosteric fluctuation transitions between different protein conformational states as applied to Cyclin Dependent Ki
Background: The mechanisms underlying protein function and associated conformational change are dominated by a series of local entropy fluctuations affecting the global structure ...
Jenny Gu, Philip E. Bourne
POPL
2004
ACM
15 years 10 months ago
Simple relational correctness proofs for static analyses and program transformations
We show how some classical static analyses for imperative programs, and the optimizing transformations which they enable, may be expressed and proved correct using elementary logi...
Nick Benton
ICFP
2006
ACM
15 years 10 months ago
Modular development of certified program verifiers with a proof assistant
I report on an experience using the Coq proof assistant to develop a program verification tool with a machine-checkable proof of full correctness. The verifier is able to prove me...
Adam J. Chlipala
95
Voted
AIMSA
1998
Springer
15 years 2 months ago
A Blackboard Architecture for Guiding Interactive Proofs
The acceptance and usability of current interactive theorem proving environments is, among other things, strongly influenced by the availability of an intelligent default suggestio...
Christoph Benzmüller, Volker Sorge