Financial options whose payoff depends critically on historical prices are called pathdependent options. Their prices are usually harder to calculate than options whose prices do ...
We consider the problem of multiple description (MD) coding for stationary sources with the squared error distortion measure. The MD rate region is derived for the stationary and ...
We investigate Monte Carlo Markov Chain (MCMC) procedures for the random sampling of some one-dimensional lattice paths with constraints, for various constraints. We will see that...
In this article, we propose a new lattice-based threshold ring signature scheme, modifying Aguilar’s code-based solution to use the short integer solution (SIS) problem as securi...
Pierre-Louis Cayrel, Richard Lindner, Markus R&uum...
As is well-known, residuated lattices (RLs) on the unit interval correspond to leftcontinuous t-norms. Thus far, a similar characterization has not been found for RLs on the set o...
Bart Van Gasse, Chris Cornelis, Glad Deschrijver, ...