We revisit the stochastic mesh method for pricing American options, from a conditioning viewpoint, rather than the importance sampling viewpoint of Broadie and Glasserman (1997). ...
This paper describes new algorithms for systemlevel software synthesis, namely the scheduling and allocation of a set of complex tasks running at multiple rates on a heterogeneous...
Application of the hierarchical Schur algorithm to the boundary element method for 3D capacitance extraction shifts the speed bottleneck from inversion of the influence matrix to...
A structural, fault-model based methodology for the generation of compact high-quality test sets for analog macros is presented. Results are shown for an IVconverter macro design....
Two major improvements, controlled fan-in and automated initial-circuit production, were made over the random generator of benchmark circuits presented at DAC'94. This is an ...