Skewing Quanto with Simplicity

Quanto Options

Valuation of Asian Quanto-Basket Options

Quanto: Tracking Energy in Networked Embedded Systems

We present Quanto, a network-wide time and energy profiler for embedded network devices. By combining well-defined interfaces for hardware power states, fast high-resolution energy metering, and causal tracking of programmer-defined activities, Quanto can map how energy and time are spent on nodes and across a network. Implementing Quanto on the TinyOS operating system required modifying under ...

Simplicity.

Perhaps the most famous equation in science is E = mc2; it also represents one of the best-known scientific insights. But why does Einstein’s equation about the conservation of energy enjoy such popularity? Is it because it is easily and instinctively understood, or because it is widely taught in schools? I doubt that either explanation is true; rather, its appeal is its elegant simplicity with...

Map Matching with Simplicity Constraints

We study a map matching problem, the task of finding in an embedded graph a path that has low distance to a given curve in R. The Fréchet distance is a common measure for this problem. Efficient methods exist to compute the best path according to this measure. However, these methods cannot guarantee that the result is simple (i.e. it does not intersect itself) even if the given curve is simple....