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    SIAMSC
    2008
    143views more  SIAMSC 2008»
    Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model
    14 years 9 months ago
    Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model
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    Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...
    Jari Toivanen
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    TC
    2008
    85views Information Technology» more  TC 2008»
    Implementing Synchronous Models on Loosely Time Triggered Architectures
    14 years 9 months ago
    Implementing Synchronous Models on Loosely Time Triggered Architectures
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    Synchronous systems offer clean semantics and an easy verification path at the expense of often inefficient implementations. Capturing design specifications as synchronous models a...
    Stavros Tripakis, Claudio Pinello, Albert Benvenis...
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    TIT
    2008
    99views more  TIT 2008»
    On the Connection-Level Stability of Congestion-Controlled Communication Networks
    14 years 9 months ago
    On the Connection-Level Stability of Congestion-Controlled Communication Networks
    Download  cobweb.ecn.purdue.edu
    We are interested in the connection-level stability of a network employing congestion control. In particular, we study how the stability region of the network (i.e., the set of off...
    Xiaojun Lin, Ness B. Shroff, R. Srikant
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    TIT
    2008
    87views more  TIT 2008»
    Coding Theorems on the Threshold Scheme for a General Source
    14 years 9 months ago
    Coding Theorems on the Threshold Scheme for a General Source
    Download  www.tulips.tsukuba.ac.jp
    In this paper, coding theorems on the (t; m)-threshold scheme for a general source are discussed, where m means the number of the shares and t means a threshold. The (t; m)-thresho...
    Hiroki Koga
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    TWC
    2008
    176views more  TWC 2008»
    Asynchronous distributed power and rate control in ad hoc networks: a game-theoretic approach
    14 years 9 months ago
    Asynchronous distributed power and rate control in ad hoc networks: a game-theoretic approach
    Download  www.vu.union.edu
    This paper analyzes distributed asynchronous power and rate control for wireless ad hoc networks. Importantly, all network transmitters are considered to be independent of any mana...
    Stepán Kucera, Sonia Aïssa, Koji Yamam...
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