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JCAM
2010
107views more  JCAM 2010»
15 years 1 months ago
Pricing and hedging Asian basket spread options
Asian options, basket options and spread options have been extensively studied in literature. However, few papers deal with the problem of pricing general Asian basket spread opti...
Griselda Deelstra, Alexandre Petkovic, Michè...
161
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VLSISP
2010
119views more  VLSISP 2010»
15 years 1 months ago
Hardware Acceleration of HMMER on FPGAs
We propose a new parallelization scheme for the hmmsearch function of the HMMER software, in order to target FPGA technology. hmmsearch is a very compute intensive software for bio...
Steven Derrien, Patrice Quinton
ICASSP
2011
IEEE
14 years 10 months ago
Impact of the correlation between forward and backscatter channels on RFID system performance
The channel of radio frequency identi cation (RFID) can be modeled as a cascaded channel consisting of a forward link and a backscatter link. The correlation between the forward a...
Chen He, Z. Jane Wang
DLOG
2011
14 years 10 months ago
Correcting Access Restrictions to a Consequence More Flexibly
Recent research has shown that labeling ontologies can be useful for restricting the access to some of the axioms and their implicit consequences. However, the labeling of the axio...
Eldora, Martin Knechtel, Rafael Peñaloza
ICALP
2011
Springer
14 years 10 months ago
Probabilistic Bisimulation and Simulation Algorithms by Abstract Interpretation
act Interpretation SILVIA CRAFA FRANCESCO RANZATO University of Padova, Italy We show how bisimulation equivalence and simulation preorder on probabilistic LTSs (PLTSs), namely the...
Silvia Crafa, Francesco Ranzato