: In this paper, we develop a framework for the modeling, analysis, and computation of solutions to multitiered financial network problems with intermediaries in which both the sou...
In this paper, we describe new results on the security, in the Luby-Rackoff paradigm, of two modified Feistel constructions, namely the L-scheme, a construction used at various l...
We revisit the notion of a targeted canonical derandomizer, introduced in our recent ECCC Report (TR10-135) as a uniform notion of a pseudorandom generator that suffices for yield...
The majority of financial services companies in Germany and Switzerland have, with varying objectives and success, conducted customer relationship management (CRM) implementation ...
Malte Geib, Annette Reichold, Lutz Kolbe, Walter B...
This paper introduces a financial hedging model for global environment risks. Our approach is based on portfolio insurance under hedging constraints. Investors are assumed to maxi...