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17,640
Option pricing when underlying stock returns are discontinuous
 Journal of Financial Economics
, 1976
"... The validity of the classic BlackScholes option pricing formula dcpcnds on the capability of investors to follow a dynamic portfolio strategy in the stock that replicates the payoff structure to the option. The critical assumption required for such a strategy to be feasible, is that the underlying ..."
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Cited by 1001 (3 self)
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The validity of the classic BlackScholes option pricing formula dcpcnds on the capability of investors to follow a dynamic portfolio strategy in the stock that replicates the payoff structure to the option. The critical assumption required for such a strategy to be feasible, is that the underlying
Flocks, herds, and schools: a distributed behavior model,
 Proceedings of ACM SIGGRAPH
, 1987
"... Abstract The aggregate motion of a flock of birds, a herd of land animals, or a school of fish is a beautiful and familiar part of the natural world. But this type of complex motion is rarely seen in computer animation. This paper explores an approach based on simulation as an alternative to script ..."
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Cited by 1317 (5 self)
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to scripting the paths of each bird individually. The simulated flock is an elaboration of a particle system, with the simulated birds being the particles. The aggregate motion of the simulated flock is created by a distributed behavioral model much like that at work in a natural flock; the birds choose
Robust principal component analysis?
 Journal of the ACM,
, 2011
"... Abstract This paper is about a curious phenomenon. Suppose we have a data matrix, which is the superposition of a lowrank component and a sparse component. Can we recover each component individually? We prove that under some suitable assumptions, it is possible to recover both the lowrank and the ..."
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Cited by 569 (26 self)
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rank and the sparse components exactly by solving a very convenient convex program called Principal Component Pursuit; among all feasible decompositions, simply minimize a weighted combination of the nuclear norm and of the 1 norm. This suggests the possibility of a principled approach to robust principal component
Synchronous data flow
, 1987
"... Data flow is a natural paradigm for describing DSP applications for concurrent implementation on parallel hardware. Data flow programs for signal processing are directed graphs where each node represents a function and each arc represents a signal path. Synchronous data flow (SDF) is a special case ..."
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Cited by 622 (45 self)
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Data flow is a natural paradigm for describing DSP applications for concurrent implementation on parallel hardware. Data flow programs for signal processing are directed graphs where each node represents a function and each arc represents a signal path. Synchronous data flow (SDF) is a special case
Trace Scheduling: A Technique for Global Microcode Compaction
 IEEE TRANSACTIONS ON COMPUTERS
, 1981
"... Microcode compaction is the conversion of sequential microcode into efficient parallel (horizontal) microcode. Local compaction techniques are those whose domain is basic blocks of code, while global methods attack code with a general flow control. Compilation of highlevel microcode languages int ..."
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Cited by 683 (5 self)
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into efficient horizontal microcode and good hand coding probably both require effective global compaction techniques. In this paper "trace scheduling" is developed as a solution to the global compaction problem. Trace scheduling works on traces (or paths) through microprograms. Compacting is thus done
CUTE: A Concolic Unit Testing Engine for C
 IN ESEC/FSE13: PROCEEDINGS OF THE 10TH EUROPEAN
, 2005
"... In unit testing, a program is decomposed into units which are collections of functions. A part of unit can be tested by generating inputs for a single entry function. The entry function may contain pointer arguments, in which case the inputs to the unit are memory graphs. The paper addresses the pro ..."
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Cited by 480 (22 self)
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the problem of automating unit testing with memory graphs as inputs. The approach used builds on previous work combining symbolic and concrete execution, and more specifically, using such a combination to generate test inputs to explore all feasible execution paths. The current work develops a method
Random Key Predistribution Schemes for Sensor Networks”,
 IEEE Symposium on Security and Privacy,
, 2003
"... Abstract Efficient key distribution is the basis for providing secure communication, a necessary requirement for many emerging sensor network applications. Many applications require authentic and secret communication among neighboring sensor nodes. However, establishing keys for secure communicatio ..."
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Cited by 832 (12 self)
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of sensor nodes prevent using traditional key distribution mechanisms in sensor networks, such as DiffieHellman based approaches. Predistribution of secret keys among neighbors is generally not feasible, because we do not know which sensors will be neighbors after deployment. Predistribution of secret
Tor: The secondgeneration onion router,”
 in 13th USENIX Security Symposium. Usenix,
, 2004
"... Abstract We present Tor, a circuitbased lowlatency anonymous communication service. This secondgeneration Onion Routing system addresses limitations in the original design by adding perfect forward secrecy, congestion control, directory servers, integrity checking, configurable exit policies, an ..."
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Cited by 1229 (33 self)
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, and instant messaging. Clients choose a path through the network and build a circuit, in which each node (or "onion router" or "OR") in the path knows its predecessor and successor, but no other nodes in the circuit. Traffic flows down the circuit in fixedsize cells, which are unwrapped
The Implementation of the Cilk5 Multithreaded Language
, 1998
"... The fifth release of the multithreaded language Cilk uses a provably good "workstealing " scheduling algorithm similar to the rst system, but the language has been completely redesigned and the runtime system completely reengineered. The efficiency of the new implementation was aided ..."
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Cited by 489 (28 self)
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by a clear strategy that arose from a theoretical analysis of the scheduling algorithm: concentrate on minimizing overheads that contribute to the work, even at the expense of overheads that contribute to the critical path. Although it may seem counterintuitive to move overheads onto the critical path
Finding the k Shortest Paths
, 1997
"... We give algorithms for finding the k shortest paths (not required to be simple) connecting a pair of vertices in a digraph. Our algorithms output an implicit representation of these paths in a digraph with n vertices and m edges, in time O(m + n log n + k). We can also find the k shortest pat ..."
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Cited by 401 (2 self)
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paths from a given source s to each vertex in the graph, in total time O(m + n log n +kn). We describe applications to dynamic programming problems including the knapsack problem, sequence alignment, maximum inscribed polygons, and genealogical relationship discovery.
Results 11  20
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17,640