We develop an efficient Monte Carlo algorithm for pricing barrier options with the variance gamma model (Madan, Carr, and Chang 1998). After generalizing the double-gamma bridge s...
This paper describes two algorithms for the compression of propositional resolution proofs. The first algorithm, RecyclePivotsWithIntersection, performs partial regularization, re...
Pascal Fontaine, Stephan Merz, Bruno Woltzenlogel ...
—In MPLS/GMPLS networks, a range of restoration schemes will be required to support different tradeoffs between service interruption time and network resource utilization. In lig...
Guangzhi Li, Dongmei Wang, Charles R. Kalmanek, Ro...
A large body of recent research has been investigating the acquisition and application of applied inference knowledge. Such knowledge may be typically captured as entailment rules...
MLF is a type system that seamlessly merges ML-style type inference with System-F polymorphism. We propose a system of graphic (type) constraints that can be used to perform type ...