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HPCS
2005
IEEE
15 years 11 months ago
Parallel Lattice Implementation for Option Pricing under Mixed State-Dependent Volatility Models
— With the principal goal of developing an alternative, relatively simple and tractable pricing framework for accurately reproducing a market implied volatility surface, this pap...
Giuseppe Campolieti, Roman Makarov
EDO
2005
Springer
15 years 11 months ago
Using parse tree validation to prevent SQL injection attacks
An SQL injection attack targets interactive web applications that employ database services. Such applications accept user input, such as form fields, and then include this input ...
Gregory Buehrer, Bruce W. Weide, Paolo A. G. Sivil...
GECCO
2005
Springer
160views Optimization» more  GECCO 2005»
15 years 11 months ago
On the complexity of hierarchical problem solving
Competent Genetic Algorithms can efficiently address problems in which the linkage between variables is limited to a small order k. Problems with higher order dependencies can onl...
Edwin D. de Jong, Richard A. Watson, Dirk Thierens
CSCLP
2004
Springer
15 years 11 months ago
Automatically Exploiting Symmetries in Constraint Programming
We introduce a framework for studying and solving a class of CSP formulations. The framework allows constraints to be expressed as linear and nonlinear equations, then compiles th...
Arathi Ramani, Igor L. Markov
HAPTICS
2003
IEEE
15 years 11 months ago
Controller Design for a Wearable, Near-Field Haptic Display
In this paper, we address the problem of providing near-field haptic feedback in a wearable, scalable manner. Our solution, called the TactaBoard, supports the independent control...
Robert W. Lindeman, Justin R. Cutler