We present a new approach to pricing American-style derivatives that is applicable to any Markovian setting (i.e., not limited to geometric Brownian motion) for which European cal...
Scott B. Laprise, Michael C. Fu, Steven I. Marcus,...
Redundant call elimination has been an important program optimisation process as it can produce super-linear speedup in optimised programs. In this paper, we investigate use of the...
We introduce calling context graphs and various static and theorem proving based analyses that together provide a powerful method for proving termination of programs written in fea...
We have developed an extension of ACL2 that includes the implementation of hash-based association lists and function memoization; this makes some algorithms execute more quickly. ...
ABSTRACT -- SPEC-VALUE, a rigorous scenario-driven approach for the description and validation of complex system functionalities at the early stages of design, is presented. It is ...