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IJPP
2010
137views more  IJPP 2010»
13 years 6 months ago
Parallel Option Price Valuations with the Explicit Finite Difference Method
Abstract. We show how computations such as those involved in American or European-style option price valuations with the explicit finite difference method can be performed in par...
Alexandros V. Gerbessiotis
DATE
2003
IEEE
112views Hardware» more  DATE 2003»
14 years 25 days ago
Automatic Generation of Simulation Monitors from Quantitative Constraint Formula
System design methodology is poised to become the next big enabler for highly sophisticated electronic products. Design verification continues to be a major challenge and simulat...
Xi Chen, Harry Hsieh, Felice Balarin, Yosinori Wat...
SAS
2001
Springer
166views Formal Methods» more  SAS 2001»
13 years 12 months ago
Estimating the Impact of Scalable Pointer Analysis on Optimization
This paper addresses the following question: Do scalable control-flow-insensitive pointer analyses provide the level of precision required to make them useful in compiler optimiza...
Manuvir Das, Ben Liblit, Manuel Fähndrich, Ja...
POPL
2010
ACM
14 years 5 months ago
Generating Compiler Optimizations from Proofs
We present an automated technique for generating compiler optimizations from examples of concrete programs before and after improvements have been made to them. The key technical ...
Ross Tate, Michael Stepp, Sorin Lerner
GECCO
2009
Springer
14 years 2 months ago
On the performance effects of unbiased module encapsulation
A recent theoretical investigation of modular representations shows that certain modularizations can introduce a distance bias into a landscape. This was a static analysis, and em...
R. Paul Wiegand, Gautham Anil, Ivan I. Garibay, Oz...