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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
IANDC
2007
152views more  IANDC 2007»
15 years 6 months ago
The reactive simulatability (RSIM) framework for asynchronous systems
We define reactive simulatability for general asynchronous systems. Roughly, simulatability means that a real system implements an ideal system (specification) in a way that pre...
Michael Backes, Birgit Pfitzmann, Michael Waidner
POPL
2012
ACM
14 years 1 months ago
A language for automatically enforcing privacy policies
It is becoming increasingly important for applications to protect sensitive data. With current techniques, the programmer bears the burden of ensuring that the application’s beh...
Jean Yang, Kuat Yessenov, Armando Solar-Lezama
DAC
1999
ACM
15 years 10 months ago
Panel: What is the Proper System on Chip Design Methodology
ion model or flexible PCB solutions cannot offer a valid solution for the next millinium SoCs . James G. Dougherty, Integrated Systems Silicon LTD, Belfast, Northern Ireland ISS an...
Richard Goering, Pierre Bricaud, James G. Doughert...
PKC
2009
Springer
116views Cryptology» more  PKC 2009»
16 years 6 months ago
Improving the Boneh-Franklin Traitor Tracing Scheme
Abstract. Traitor tracing schemes are cryptographically secure broadcast methods that allow identification of conspirators: if a pirate key is generated by k traitors out of a stat...
Pascal Junod, Alexandre Karlov, Arjen K. Lenstra