The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
This paper addresses minimum-variance hedging of European contingent claims (ECC) in the case where trading dates are discrete and fixed. A simple derivation of the minimum-variance hedging strategy is first given in a general setting. The strategy is then applied to a general class of European contingent claims written on an underlying asset whose price process is a martingale modeled by a geometric...
This paper proposes a new approach to analyze crosstalk of coupled interconnects in the presence of process variations. The suggested method translates correlated process variations into orthogonal random variables by principle component analysis (PCA). combined with polynomial chaos expression (PCE), the technique utilizes Stochastic Collocation Method (SCM) to analyze the system response of coupled...
The dramatic increase in leakage current, coupled with the swell in process variability in nano-scaled CMOS technologies, has become a major issue for future IC design. Moreover, due to the spread of leakage power values, leakage variability cannot be neglected anymore. In this work an accurate analytic estimation and modeling methodology has been developed for logic gates leakage under statistical...
Non-Gaussian statistic model, alpha stable distribution has gained much attention due to its generality to represent heavy-tailed and impulsive interference. Unfortunately, there is no closed form expression for the probability density function of alpha-stable distributions. Hereby, to develop the approximate expressions is of importance for signal detection and denoising. This paper is concerned...
We analyze the average-case behaviour of the Next-Fit algorithm for bin-packing, and obtain closed-form expressions for distributions of interest. Our analysis is based on a novel technique of partitioning the interval (0, 1) suitably and then formulating the problem as a matrix-differential equation. We compare our analytic results with previously known simulation results and show that there is an...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.