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WSC
2007
15 years 9 months ago
American option pricing under stochastic volatility: a simulation-based approach
We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
Arunachalam Chockalingam, Kumar Muthuraman
FSE
2008
Springer
162views Cryptology» more  FSE 2008»
15 years 8 months ago
Collisions on SHA-0 in One Hour
At Crypto 2007, Joux and Peyrin showed that the boomerang attack, a classical tool in block cipher cryptanalysis, can also be very useful when analyzing hash functions. They applie...
Stéphane Manuel, Thomas Peyrin
178
Voted
APVIS
2008
15 years 8 months ago
Second Order Pre-Integrated Volume Rendering
In the field of Volume Rendering, pre-integration techniques for arbitrary transfer functions has certainly led to the most significant and convincing results both quality and per...
Jean-François El Hajjar, Stephane Marchesin...
164
Voted
ESANN
2003
15 years 8 months ago
Improving iterative repair strategies for scheduling with the SVM
The resource constraint project scheduling problem (RCPSP) is an NP-hard benchmark problem in scheduling which takes into account the limitation of resources’ availabilities in ...
Kai Gersmann, Barbara Hammer
EUSFLAT
2003
120views Fuzzy Logic» more  EUSFLAT 2003»
15 years 8 months ago
A Type 2 fuzzy system modelling algorithm
In this paper, a modified fuzzy system modelling algorithm that incorporates Type 2 fuzzy sets, which is based on intervalvalued membership degrees rather than singleton membershi...
Kemal Kilic, Özge Uncu, I. Burhan Türkse...