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SIAMFM
2011
72views more  SIAMFM 2011»
14 years 9 months ago
Robust Hedging of Double Touch Barrier Options
We consider model-free pricing of digital options, which pay out if the underlying asset has crossed both upper and lower barriers. We make only weak assumptions about the underly...
A. M. G. Cox, Jan Obloj
ASIACRYPT
2009
Springer
16 years 1 months ago
On the Analysis of Cryptographic Assumptions in the Generic Ring Model
At Eurocrypt 2009 Aggarwal and Maurer proved that breaking RSA is equivalent to factoring in the generic ring model. This model captures algorithms that may exploit the full algeb...
Tibor Jager, Jörg Schwenk
CAISE
2004
Springer
16 years 2 days ago
Information Modeling and Higher-order Types
: While some information modeling approaches (e.g. the Relational Model, and Object-Role Modeling) are typically formalized using first-order logic, other approaches to information...
Terry A. Halpin
CVPR
2001
IEEE
16 years 8 months ago
Learning Models for Object Recognition
We consider learning models for object recognition from examples. Our method is motivated by systems that use the Hausdorff distance as a shape comparison measure. Typically an ob...
Pedro F. Felzenszwalb
WOSP
2005
ACM
16 years 6 days ago
Performance by unified model analysis (PUMA)
Evaluation of non-functional properties of a design (such as performance, dependability, security, etc.) can be enabled by design annotations specific to the property to be evalua...
C. Murray Woodside, Dorina C. Petriu, Dorin Bogdan...