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FS
2010
105views more  FS 2010»
15 years 5 months ago
Local time and the pricing of time-dependent barrier options
Abstract A time-dependent double-barrier option is a derivative security that delivers the terminal value φ(ST ) at expiry T if neither of the continuous time-dependent barriers b...
Aleksandar Mijatovic
VTC
2010
IEEE
114views Communications» more  VTC 2010»
15 years 4 months ago
On Non-Stationary Urban Macrocell Channels in a Cooperative Downlink Beamforming Scenario
—A common simplification in the treatment of random linear channels is the assumption of stationarity of the channel in time. The wireless channel is, however, known to be inher...
Adrian Ispas, Gerd Ascheid, Christian Schneider, R...
ICC
2009
IEEE
15 years 4 months ago
The Multicell Processing Capacity of the Cellular MIMO Uplink Channel under Correlated Fading
In the information-theoretic literature, it has been widely shown that multicell processing is able to provide high capacity gains in the context of cellular systems and that the p...
Symeon Chatzinotas, Muhammad Ali Imran, Reza Hoshy...
CISS
2010
IEEE
14 years 10 months ago
The maximum stable broadcast throughput for wireless line networks with network coding and topology control
—We consider broadcasting from a single source to multiple destinations in a linear wireless erasure network with feedback. The problem is to find the maximum stable throughput ...
Ka-Hung Hui, Yalin Evren Sagduyu, Dongning Guo, Ra...
DAC
2006
ACM
16 years 7 months ago
Optimal cell flipping in placement and floorplanning
In a placed circuit, there are a lot of movable cells that can be flipped to further reduce the total wirelength, without affecting the original placement solution. We aim at solv...
Chiu-Wing Sham, Evangeline F. Y. Young, Chris C. N...