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Digital signal processing applications are specified with floating-point data types but they are usually implemented in embedded systems with fixed-point arithmetic to minimize cost and power consumption. The floating-to-fixed point conversion requires an optimization algorithm to determine a combination of optimum word-length for each operator. This paper(More)
In the aftermath of the 2007–09 financial crisis, a variety of spreads have developed between quantities that had been essentially the same until then, notably LIBOR-OIS spreads, LIBOR-OIS swap spreads, and basis swap spreads. In this paper we study the valuation of LIBOR interest rate derivatives in a multiple-curve setup, which accounts for a discrepancy(More)
In this paper, we study the classical problem of maximization of the sum of the utility of the terminal wealth and the utility of the consumption, in a case where a sudden jump in the risk-free interest rate creates incompleteness. The value function of the dual problem is proved to be solution of a BSDE and the duality between the primal and the dual value(More)
Implementing image processing applications in embedded systems is a difficult challenge due to the drastic constraints in terms of cost, energy consumption and real time execution. Reconfigurable archi-tectures are good candidates to take-up this challenge and especially when the architecture is able to support different word-lengths of pixel through(More)
To satisfy energy and complexity constraints, embedded wireless systems require fixed-point arithmetic implementation. To optimize the fixed-point specification, existing approaches are based on fixed-point simulations to evaluate the performances. In this paper, the approach used to optimize the fixed-point specification for a WCDMA receiver is presented.(More)
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