Displaying similar documents to “Characterisations of ideal threshold schemes.”

Nonstandard Finite Difference Schemes with Application to Finance: Option Pricing

Milev, Mariyan, Tagliani, Aldo (2010)

Serdica Mathematical Journal

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2000 Mathematics Subject Classification: 65M06, 65M12. The paper is devoted to pricing options characterized by discontinuities in the initial conditions of the respective Black-Scholes partial differential equation. Finite difference schemes are examined to highlight how discontinuities can generate numerical drawbacks such as spurious oscillations. We analyze the drawbacks of the Crank-Nicolson scheme that is most frequently used numerical method in Finance because of its...

Metric coset schemes revisited

Paul Camion, Bernard Courteau, André Montpetit (1999)

Annales de l'institut Fourier

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An Abelian scheme corresponds to a special instance of what is usually named a . After the needed results have been quoted on additive codes in Abelian schemes and their duals, coset configurations, coset schemes, metric schemes and distance regular graphs, partition designs and completely regular codes, we give alternative proofs of some of those results. In this way we obtain a construction of metric Abelian schemes and an algorithm to compute their intersection matrices.

Sender-equivocable encryption schemes secure against chosen-ciphertext attacks revisited

Zhengan Huang, Shengli Liu, Baodong Qin, Kefei Chen (2015)

International Journal of Applied Mathematics and Computer Science

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Fehr et al. (2010) proposed the first sender-equivocable encryption scheme secure against chosen-ciphertext attacks (NCCCA) and proved that NC-CCA security implies security against selective opening chosen-ciphertext attacks (SO-CCA). The NC-CCA security proof of the scheme relies on security against substitution attacks of a new primitive, the “crossauthentication code”. However, the security of the cross-authentication code cannot be guaranteed when all the keys used in the code are...