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WSC
2001
15 years 8 months ago
Efficient simulation for discrete path-dependent option pricing
In this paper we present an algorithm for simulating functions of the minimum and terminal value for a random walk with Gaussian increments. These expectations arise in connection...
James M. Calvin
STOC
2004
ACM
138views Algorithms» more  STOC 2004»
16 years 9 days ago
Know thy neighbor's neighbor: the power of lookahead in randomized P2P networks
Several peer-to-peer networks are based upon randomized graph topologies that permit efficient greedy routing, e.g., randomized hypercubes, randomized Chord, skip-graphs and const...
Gurmeet Singh Manku, Moni Naor, Udi Wieder
CORR
2011
Springer
176views Education» more  CORR 2011»
15 years 1 months ago
Matched Filtering from Limited Frequency Samples
In this paper, we study a simple correlation-based strategy for estimating the unknown delay and amplitude of a signal based on a small number of noisy, randomly chosen frequency-...
Armin Eftekhari, Justin K. Romberg, Michael B. Wak...
INFOCOM
2005
IEEE
16 years 14 days ago
Hybrid search schemes for unstructured peer-to-peer networks
— We study hybrid search schemes for unstructured peer-to-peer networks. We quantify performance in terms of number of hits, network overhead, and response time. Our schemes comb...
Christos Gkantsidis, Milena Mihail, Amin Saberi
SAGA
2007
Springer
16 years 1 months ago
Communication Problems in Random Line-of-Sight Ad-Hoc Radio Networks
The line-of-sight networks is a network model introduced recently by Frieze et al. (SODA’07). It considers scenarios of wireless networks in which the underlying environment has...
Artur Czumaj, Xin Wang