• Title/Summary/Keyword: trinomial method

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A COST-EFFECTIVE MODIFICATION OF THE TRINOMIAL METHOD FOR OPTION PRICING

  • Moon, Kyoung-Sook;Kim, Hong-Joong
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.15 no.1
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    • pp.1-17
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    • 2011
  • A new method for option pricing based on the trinomial tree method is introduced. The new method calculates the local average of option prices around a node at each time, instead of computing prices at each node of the trinomial tree. Local averaging has a smoothing effect to reduce oscillations of the tree method and to speed up the convergence. The option price and the hedging parameters are then obtained by the compact scheme and the Richardson extrapolation. Computational results for the valuation of European and American vanilla and barrier options show superiority of the proposed scheme to several existing tree methods.

On the Construction of the 90/150 State Transition Matrix Corresponding to the Trinomial x2n-1 + x + 1 (3항 다항식 x2n-1 + x + 1에 대응하는 90/150 상태전이행렬의 구성)

  • Kim, Han-Doo;Cho, Sung-Jin;Choi, Un-Sook
    • The Journal of the Korea institute of electronic communication sciences
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    • v.13 no.2
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    • pp.383-390
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    • 2018
  • Since cellular automata(CA) is superior to LFSR in randomness, it is applied as an alternative of LFSR in various fields. However, constructing CA corresponding to a given polynomial is more difficult than LFSR. Cattell et al. and Cho et al. showed that irreducible polynomials are CA-polynomials. And Cho et al. and Sabater et al. gave a synthesis method of 90/150 CA corresponding to the power of an irreducible polynomial, which is applicable as a shrinking generator. Swan characterizes the parity of the number of irreducible factors of a trinomial over the finite field GF(2). These polynomials are of practical importance when implementing finite field extensions. In this paper, we show that the trinomial $x^{2^n-1}+X+1$ ($n{\geq}2$) are CA-polynomials. Also the trinomial $x^{2^a(2^n-1)}+x^{2^a}+1$ ($n{\geq}2$, $a{\geq}0$) are CA-polynomials.

A Design of One-Sided Cumulative Scored Control Chart (단방향 누적점수관리도의 설계)

  • 최인수;이윤동
    • Journal of Korean Society for Quality Management
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    • v.26 no.3
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    • pp.31-45
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    • 1998
  • This paper proposes a method of designing one-sided cumulative scored control charts to control the process mean with a normally distributed quality characteristic. The average run length(ARL) is obtained from the average sample number of sequential probability ratio test(SPRT) on trinomial distribution. Using the analogy between cumulative scored control chart and SPRT for trinomial observations, a procedure is presented to determine three control chart parameters; lower and u, pp.r scoring boundaries and action limit. The parameters are determined by minimizing the ARL when the process is out of control with prespecified ARL when the process is in control.

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Operations in finite fields using Modified method (Modified 방법을 이용한 유한체의 연산)

  • 김창한
    • Journal of the Korea Institute of Information Security & Cryptology
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    • v.8 no.2
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    • pp.27-36
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    • 1998
  • 최근들어 타원곡선 암호법(ECC)이 RSA암호법을 대체할 것으로 기대되면서ECC의 연산속도를 결정하는 중요한 요소인 유한체의 연산 속도에 관심이 고조되고 있다. 본 논문에서는 Modified 최적 정규 기저의 성질 규명과 GF(q)(q=2$^{k}$ , k=8또는 16)위에서 GF(q$^{m}$ )(m: 홀수)의 Mofdified trinomial 기가 존재하는 m들을 제시하고, GF(r$^{n}$ )위에서 GF(r$^{nm}$ )dml Modified 최적 정규기저와 Modified trinomial 기저를 이용한 연산의 회수와 각 기저를 이용한 연산의 회수와 각 기저를 이용한 유한체 GF(q$^{m}$ )의 연산을 S/W화한 결과를 비교 하였다.

A New Trace Calculation Algorithm on Trinomial Irreducible Polynomial of RS code (RS-부호에 유용한 3항 기약 다항식에서 새로운 TRACE 연산 알고리즘)

  • Seo, Chang-Ho;Eun, Hui-Cheon
    • The Transactions of the Korea Information Processing Society
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    • v.2 no.1
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    • pp.75-80
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    • 1995
  • In this paper, we show that it is more efficient to use a new algorithm than to use a method of trace definition and property when we use trace calculation method on trinomial irreducible polynomial of reed-solomon code. This implementation has been done in SUN SPARC2 workstation using C-language.

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Efficient polynomial exponentiation in $GF(2^m)$with a trinomial using weakly dual basis ($GF(2^m)$에서 삼항 기약 다항식을 이용한 약한 쌍대 기저 기반의 효율적인 지수승기)

  • Kim, Hee-Seok;Chang, Nam-Su;Lim, Jong-In;Kim, Chang-Han
    • Journal of the Institute of Electronics Engineers of Korea SD
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    • v.44 no.8
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    • pp.30-37
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    • 2007
  • An exponentiation in $GF(2^m)$ is a basic operation for several algorithms used in cryptography, digital signal processing, error-correction code and so on. Existing hardware implementations for the exponentiation operation organize by Right-to-Left method since a merit of parallel circuit. Our paper proposes a polynomial exponentiation structure with a trinomial that is organized by Left-to-Right method and that utilizes a weakly dual basis. The basic idea of our method is to decrease time delay using precomputation tables because one of two inputs in the Left-to-Right method is fixed. Since $T_{sqr}$ (squarer time delay) + $T_{mul}$(multiplier time delay) of ow method is smaller than $T_{mul}$ of existing methods, our method reduces time delays of existing Left-to-Right and Right-to-Left methods by each 17%, 10% for $x^m+x+1$ (irreducible polynomial), by each 21%, 9% $x^m+x^k+1(1, by each 15%, 1% for $x^m+x^{m/2}+1$.

Design of an Efficient Bit-Parallel Multiplier using Trinomials (삼항 다항식을 이용한 효율적인 비트-병렬 구조의 곱셈기)

  • 정석원;이선옥;김창한
    • Journal of the Korea Institute of Information Security & Cryptology
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    • v.13 no.5
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    • pp.179-187
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    • 2003
  • Recently efficient implementation of finite field operation has received a lot of attention. Among the GF($2^m$) arithmetic operations, multiplication process is the most basic and a critical operation that determines speed-up hardware. We propose a hardware architecture using Mastrovito method to reduce processing time. Existing Mastrovito multipliers using the special generating trinomial p($\chi$)=$x^m$+$x^n$+1 require $m^2$-1 XOR gates and $m^2$ AND gates. The proposed multiplier needs $m^2$ AND gates and $m^2$+($n^2$-3n)/2 XOR gates that depend on the intermediate term xn. Time complexity of existing multipliers is $T_A$+( (m-2)/(m-n) +1+ log$_2$(m) ) $T_X$ and that of proposed method is $T_X$+(1+ log$_2$(m-1)+ n/2 ) )$T_X$. The proposed architecture is efficient for the extension degree m suggested as standards: SEC2, ANSI X9.63. In average, XOR space complexity is increased to 1.18% but time complexity is reduced 9.036%.

Design of Finite Field Multiplier based on KOA (KOA 기반의 유한체 승산기 설계)

  • Byun, Gi-Young;Na, Gi-Soo;Kim, Heung-Soo
    • Journal of IKEEE
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    • v.8 no.1 s.14
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    • pp.1-11
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    • 2004
  • This paper proposes new multiplicative techniques over finite field, by using KOA. At first, we regenerate the given polynomial into a binomial or a trinomial to apply our polynomial multiplicative techniques. After this, the product polynomial is archived by defined auxiliary polynomials. To perform multiplication over $GF(2^m)$ by product polynomial, a new mod $F({\alpha})$ method is induced. Using the proposed operation techniques, multiplicative circuits over $GF(2^m)$ are constructed. We compare our circuit with the previous one as proposed by Parr. Since Parr's work is premised on $GF((2^4)^n)$, it will not apply to general cases. On the other hand, the our work more expanded adaptive field in case m=3n.

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