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IOR
2006
192views more  IOR 2006»
15 years 6 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya
WISEC
2010
ACM
15 years 11 months ago
Secret keys from entangled sensor motes: implementation and analysis
Key management in wireless sensor networks does not only face typical, but also several new challenges. The scale, resource limitations, and new threats such as node capture and c...
Matthias Wilhelm, Ivan Martinovic, Jens B. Schmitt
PODC
2012
ACM
13 years 9 months ago
On the (limited) power of non-equivocation
In recent years, there have been a few proposals to add a small amount of trusted hardware at each replica in a Byzantine fault tolerant system to cut back replication factors. Th...
Allen Clement, Flavio Junqueira, Aniket Kate, Rodr...
ACISP
1997
Springer
15 years 10 months ago
Enabling Technology for the Trading of MPEG-encoded Video
tracts, pp. 11-17. (http://www.qucis.queens.ca/achallc97/papers/p028.html) Alexa, Melina; Rostek, Lothar Pattern Concordances - TATOE calls XGrammar. Presented at ACH -ALLC97, King...
Jana Dittmann, Arnd Steinmetz
CVPR
2008
IEEE
16 years 8 months ago
Motion estimation for multi-camera systems using global optimization
We present a motion estimation algorithm for multicamera systems consisting of more than one calibrated camera securely attached on a moving object. So, they move all together, bu...
Hongdong Li, Jae-Hak Kim, Richard I. Hartley
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