— In ultra-deep submicron technology, crosstalk noise is so severe that crosstalk avoidance merely in detailed routing is not adequate and it has to be considered in earlier desi...
As shown by the recent turmoil in credit markets, much remains to be done for the proper risk management of credit derivatives. In particular, the static copula-based models commo...
In contrast to the common belief that OpenMP requires data-parallel extensions to scale well on architectures with non-uniform memory access latency, recent work has shown that it ...
In this paper we develop a dynamic stochastic programming model for bond portfolio management. A new risk measurement-shortfall cost is put forward. It allows more tangible express...