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FS
2010
105views more  FS 2010»
15 years 5 months ago
Local time and the pricing of time-dependent barrier options
Abstract A time-dependent double-barrier option is a derivative security that delivers the terminal value φ(ST ) at expiry T if neither of the continuous time-dependent barriers b...
Aleksandar Mijatovic
USS
2010
15 years 4 months ago
Realization of RF Distance Bounding
One of the main obstacles for the wider deployment of radio (RF) distance bounding is the lack of platforms that implement these protocols. We address this problem and we build a ...
Kasper Bonne Rasmussen, Srdjan Capkun
MP
2010
163views more  MP 2010»
15 years 1 months ago
Speeding up IP-based algorithms for constrained quadratic 0-1 optimization
In many practical applications, the task is to optimize a non-linear objective function over the vertices of a well-studied polytope as, e.g., the matching polytope or the travelli...
Christoph Buchheim, Frauke Liers, Marcus Oswald
CSE
2011
IEEE
14 years 6 months ago
Performance Enhancement of Network Devices with Multi-Core Processors
— In network based applications, packet capture is the main area that attracts many researchers in developing traffic monitoring systems. Along with the packet capture, many othe...
Nhat-Phuong Tran, Sugwon Hong, Myungho Lee, Seung-...
ICDE
1998
IEEE
180views Database» more  ICDE 1998»
16 years 8 months ago
The Alps at Your Fingertips: Virtual Reality and Geoinformation Systems
We advocate a desktop virtual reality (VR) interface to a geographic information system (GIS). The navigational capability to explore large topographic scenes is a powerful metaph...
Renato Pajarola, Thomas Ohler, Peter Stucki, Korne...