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STOC
2012
ACM
251views Algorithms» more  STOC 2012»
13 years 8 months ago
Minimax option pricing meets black-scholes in the limit
Option contracts are a type of financial derivative that allow investors to hedge risk and speculate on the variation of an asset’s future market price. In short, an option has...
Jacob Abernethy, Rafael M. Frongillo, Andre Wibiso...
ICSE
2005
IEEE-ACM
16 years 6 months ago
Verification and change-impact analysis of access-control policies
Sensitive data are increasingly available on-line through the Web and other distributed protocols. This heightens the need to carefully control access to data. Control means not o...
Kathi Fisler, Shriram Krishnamurthi, Leo A. Meyero...
IPSN
2010
Springer
16 years 1 months ago
KleeNet: discovering insidious interaction bugs in wireless sensor networks before deployment
Complex interactions and the distributed nature of wireless sensor networks make automated testing and debugging before deployment a necessity. A main challenge is to detect bugs ...
Raimondas Sasnauskas, Olaf Landsiedel, Muhammad Ha...
IPPS
2008
IEEE
16 years 25 days ago
Large-scale experiment of co-allocation strategies for Peer-to-Peer supercomputing in P2P-MPI
High Performance computing generally involves some parallel applications to be deployed on the multiples resources used for the computation. The problem of scheduling the applicat...
Stéphane Genaud, Choopan Rattanapoka
IEEEPACT
2006
IEEE
16 years 13 days ago
Two-level mapping based cache index selection for packet forwarding engines
Packet forwarding is a memory-intensive application requiring multiple accesses through a trie structure. The efficiency of a cache for this application critically depends on the ...
Kaushik Rajan, Ramaswamy Govindarajan