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SIAMFM
2011
75views more  SIAMFM 2011»
14 years 9 months ago
Dynamic Hedging of Portfolio Credit Derivatives
As shown by the recent turmoil in credit markets, much remains to be done for the proper risk management of credit derivatives. In particular, the static copula-based models commo...
Rama Cont, Yu Hang Kan
TACAS
2012
Springer
263views Algorithms» more  TACAS 2012»
14 years 2 months ago
Reachability under Contextual Locking
Abstract. The pairwise reachability problem for a multi-threaded program asks, given control locations in two threads, whether they can be simultaneously reached in an execution of...
Rohit Chadha, P. Madhusudan, Mahesh Viswanathan
ICSE
2012
IEEE-ACM
13 years 9 months ago
Industrial application of concolic testing approach: A case study on libexif by using CREST-BV and KLEE
—As smartphones become popular, manufacturers such as Samsung Electronics are developing smartphones with rich functionality such as a camera and photo editing quickly, which acc...
Yunho Kim, Moonzoo Kim, Young Joo Kim, Yoonkyu Jan...
PPOPP
2010
ACM
16 years 3 months ago
Using data structure knowledge for efficient lock generation and strong atomicity
To achieve high-performance on multicore systems, sharedmemory parallel languages must efficiently implement atomic operations. The commonly used and studied paradigms for atomici...
Gautam Upadhyaya, Samuel P. Midkiff, Vijay S. Pai
LCTRTS
2009
Springer
16 years 1 months ago
A compiler optimization to reduce soft errors in register files
Register file (RF) is extremely vulnerable to soft errors, and traditional redundancy based schemes to protect the RF are prohibitive not only because RF is often in the timing c...
Jongeun Lee, Aviral Shrivastava