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WSC
2001
15 years 6 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
STOC
2004
ACM
138views Algorithms» more  STOC 2004»
15 years 10 months ago
Know thy neighbor's neighbor: the power of lookahead in randomized P2P networks
Several peer-to-peer networks are based upon randomized graph topologies that permit efficient greedy routing, e.g., randomized hypercubes, randomized Chord, skip-graphs and const...
Gurmeet Singh Manku, Moni Naor, Udi Wieder
CORR
2011
Springer
176views Education» more  CORR 2011»
15 years 13 days ago
Matched Filtering from Limited Frequency Samples
In this paper, we study a simple correlation-based strategy for estimating the unknown delay and amplitude of a signal based on a small number of noisy, randomly chosen frequency-...
Armin Eftekhari, Justin K. Romberg, Michael B. Wak...
INFOCOM
2005
IEEE
15 years 11 months ago
Hybrid search schemes for unstructured peer-to-peer networks
— We study hybrid search schemes for unstructured peer-to-peer networks. We quantify performance in terms of number of hits, network overhead, and response time. Our schemes comb...
Christos Gkantsidis, Milena Mihail, Amin Saberi
SAGA
2007
Springer
15 years 11 months ago
Communication Problems in Random Line-of-Sight Ad-Hoc Radio Networks
The line-of-sight networks is a network model introduced recently by Frieze et al. (SODA’07). It considers scenarios of wireless networks in which the underlying environment has...
Artur Czumaj, Xin Wang