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STOC
2012
ACM
251views Algorithms» more  STOC 2012»
11 years 9 months ago
Minimax option pricing meets black-scholes in the limit
Option contracts are a type of financial derivative that allow investors to hedge risk and speculate on the variation of an asset’s future market price. In short, an option has...
Jacob Abernethy, Rafael M. Frongillo, Andre Wibiso...
ICDS
2008
IEEE
14 years 1 months ago
A New Server Selection Strategy for Reliable Server Pooling in Widely Distributed Environments
In order to provide a generic, applicationindependent and resource-efficient framework for server redundancy and session failover, the IETF RSerPool WG is currently standardizing ...
Xing Zhou, Thomas Dreibholz, Erwin P. Rathgeb
ISNN
2010
Springer
14 years 6 days ago
Multiattribute Bayesian Preference Elicitation with Pairwise Comparison Queries
Preference elicitation (PE) is an important component of interactive decision support systems that aim to make optimal recommendations to users by actively querying their preferen...
Shengbo Guo, Scott Sanner
ETS
2007
IEEE
128views Hardware» more  ETS 2007»
13 years 9 months ago
Selecting Power-Optimal SBST Routines for On-Line Processor Testing
Software-Based Self-Test (SBST) has emerged as an effective strategy for on-line testing of processors integrated in non-safety critical embedded system applications. Among the mo...
Andreas Merentitis, Nektarios Kranitis, Antonis M....
SAFECOMP
2001
Springer
13 years 12 months ago
An Investigation on Mutation Strategies for Fault Injection into RDD-100 Models
This paper focuses on the development of a conceptual framework for integrating fault injection mechanisms into the RDD-100 tool2 to support the dependability analysis of computer...
Mohamed Kaâniche, Yannick Le Guédart,...