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CSC
2006
15 years 9 months ago
Developing Efficient Option Pricing Algorithms by Combinatorial Techniques
How to price options efficiently and accurately is an important research problem. Options can be priced by the lattice model. Although the pricing results converge to the theoreti...
Tian-Shyr Dai, Yuh-Dauh Lyuu, Li-min Liu
CORR
2006
Springer
103views Education» more  CORR 2006»
15 years 7 months ago
Pants Decomposition of the Punctured Plane
A pants decomposition of an orientable surface is a collection of simple cycles that partition into pants, i.e., surfaces of genus zero with three boundary cycles. Given a set P...
Sheung-Hung Poon, Shripad Thite
DAC
2000
ACM
15 years 12 months ago
Watermarking while preserving the critical path
In many modern designs, timing is either a key optimization goal and/or a mandatory constraint. We propose the first intellectual property protection technique using watermarking ...
Seapahn Meguerdichian, Miodrag Potkonjak
CP
2011
Springer
14 years 7 months ago
Algorithm Selection and Scheduling
Algorithm portfolios aim to increase the robustness of our ability to solve problems efficiently. While recently proposed algorithm selection methods come ever closer to identifyin...
Serdar Kadioglu, Yuri Malitsky, Ashish Sabharwal, ...
COMPGEOM
2006
ACM
16 years 1 months ago
Algorithms for two-box covering
We study the problem of covering a set of points or polyhedra in 3 with two axis-aligned boxes in order to minimize a function of the measures of the two boxes, such as the sum or...
Esther M. Arkin, Gill Barequet, Joseph S. B. Mitch...