Compressed sensing is a technique to sample compressible signals below the Nyquist rate, whilst still allowing near optimal reconstruction of the signal. In this paper we present ...
Using the solution of the one-sided exit problem, a procedure to price Parisian barrier options in a jump-diffusion model with two-sided exponential jumps is developed. By extendin...
We demonstrate a two-player communication problem that can be solved in the oneway quantum model by a 0-error protocol of cost O (log n) but requires exponentially more communicat...
If it is true that good problems produce good science, then it will be worthwhile to identify good problems, and even more worthwhile to discover the attributes that make them goo...
Data mining introduces new problems in database security. The basic problem of using non-sensitive data to infer sensitive data is made more difficult by the "prob abilistic&...