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WSC
2001
13 years 9 months ago
A new approach to pricing American-style derivatives
This paper presents a new approach to pricing Americanstyle derivatives. By approximating the value function with a piecewise linear interpolation function, the option holder'...
Scott B. Laprise, Michael C. Fu, Steven I. Marcus,...
ISLPED
1996
ACM
110views Hardware» more  ISLPED 1996»
13 years 11 months ago
Statistical estimation of average power dissipation in CMOS VLSI circuits using nonparametric techniques
In this paper, we present a new statistical technique for estimation of average power dissipation in digital circuits. Present statistical techniques estimate the average power ba...
Li-Pen Yuan, Chin-Chi Teng, Sung-Mo Kang
TIT
2010
83views Education» more  TIT 2010»
13 years 2 months ago
Two-dimensional constrained coding based on tiling
A new variable-rate coding technique is presented for two-dimensional constraints. For certain constraints, such as the (0, 2)-RLL, (2, )-RLL, and the "no isolated bits" ...
Artyom Sharov, Ron M. Roth
FCT
2007
Springer
14 years 1 months ago
The Quantum Query Complexity of Algebraic Properties
We present quantum query complexity bounds for testing algebraic properties. For a set S and a binary operation on S, we consider the decision problem whether S is a semigroup or ...
Sebastian Dörn, Thomas Thierauf
UAI
2004
13 years 9 months ago
A Complete Anytime Algorithm for Treewidth
In this paper, we present a Branch and Bound algorithm called QuickBB for computing the treewidth of an undirected graph. This algorithm performs a search in the space of perfect ...
Vibhav Gogate, Rina Dechter