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cs.CG2023
Convex Cover and Hidden Set in Funnel Polygons
Reilly Browne
We present linear-time algorithms for both maximum hidden set and minimum convex cover in funnel polygons. These algorithms show that funnel polygons are "homestead" polygons, i.e.…
cs.DS2023
Cache-Oblivious Parallel Convex Hull in the Binary Forking Model
Reilly Browne, Rezaul Chowdhury, Shih-Yu Tsai +1
We present two cache-oblivious sorting-based convex hull algorithms in the Binary Forking Model. The first is an algorithm for a presorted set of points which achieves work,…
cs.CE2023
Fast American Option Pricing using Nonlinear Stencils
Zafar Ahmad, Reilly Browne, Rezaul Chowdhury +3
We study the binomial, trinomial, and Black-Scholes-Merton models of option pricing. We present fast parallel discrete-time finite-difference algorithms for American call option pr…