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...
Abstract. In this paper we propose an optimal anytime version of constrained simulated annealing (CSA) for solving constrained nonlinear programming problems (NLPs). One of the goa...
This paper explores what kinds of information two parties must communicate in order to correct errors which occur in a shared secret string W. Any bits they communicate must leak ...
Given that most elementary problems in database design are NP-hard, the currently used database design algorithms produce suboptimal results. For example, the current 3NF decompos...
Abstract. Recent years have witnessed an increasing interest in designing algorithms for querying and analyzing streaming data (i.e., data that is seen only once in a fixed order) ...
Alin Dobra, Minos N. Garofalakis, Johannes Gehrke,...