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SC
2009
ACM
14 years 4 days ago
GPU based sparse grid technique for solving multidimensional options pricing PDEs
It has been shown that the sparse grid combination technique can be a practical tool to solve high dimensional PDEs arising in multidimensional option pricing problems in finance...
Abhijeet Gaikwad, Ioane Muni Toke
ASIACRYPT
2010
Springer
13 years 5 months ago
Lattice-Based Blind Signatures
Blind signatures (BS), introduced by Chaum, have become a cornerstone in privacy-oriented cryptography. Using hard lattice problems, such as the shortest vector problem, as the bas...
Markus Rückert
SACMAT
2010
ACM
13 years 11 months ago
Mining roles with noisy data
There has been increasing interest in automatic techniques for generating roles for role based access control, a process known as role mining. Most role mining approaches assume t...
Ian Molloy, Ninghui Li, Yuan (Alan) Qi, Jorge Lobo...
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CORR
2010
Springer
182views Education» more  CORR 2010»
13 years 7 months ago
Fast Convergence of Natural Bargaining Dynamics in Exchange Networks
Bargaining networks model the behavior of a set of players who need to reach pairwise agreements for making profits. Nash bargaining solutions in this context correspond to soluti...
Yashodhan Kanoria, Mohsen Bayati, Christian Borgs,...
VTC
2007
IEEE
121views Communications» more  VTC 2007»
14 years 1 months ago
Downlink Traffic Power Characterization for Multi-Rate Wireless CDMA Data Networks
— The characterization of downlink traffic power is an important issue for the design of efficient call admission control (CAC) and radio resource management (RRM) procedures. In...
Ashraf S. Hasan Mahmoud