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Quantum Algorithms and Complexity for Continuous Problems, (with A. Papageorgiou), to appear in the Springer Encyclopedia of Complexity and Systems Science, 2008.
Qubit Complexity for Continuous Problems, (with A. Papageorgiou), Santa Fe Institute 2006-03-010. LANL preprint quant-ph/0512082.
- Quantum Path Integration, (with H. Wozniakowski), Quantum Information Processing, 1(5), 365-388, October 2002. LANL preprint
quant-ph/0109113.
No Curse of Dimensionality for Contraction Fixed Points in the Worst Case? (with J. Rust and H. Wozniakowski), Econometrica, 70(1), 285-329, January 2002.
Computing:Yesterday, Today, and Tomorrow, Complexity, 6(6), 15-18, 2001 (presented on the occasion of an honorary Doctorate of Science, University of Central Florida.)[.ps] [.pdf]
Information-Based Complexity and Information-Based Optimization (with A. G. Werschulz), Encyclopedia of Optimization, 2001 .
Information-Based Complexity, Encyclopedia of Computer Science and Engineering, 4th Edition, 2000, 850-854.
A Continuous Model of Computation (Invited Paper), Physics Today, May, 1999, 39-43.
Varieties of Limits to Scientific Knowledge (with P. Hut and D. Ruelle), Complexity 5, Fall, 1998, 33-38.
Non-Computability and Intractability: Does it Matter to Physics?, Columbia University Department of Computer Science, Technical Report, 1998.
Faster Evaluation of Multidimensional Integrals (with A. Papageorgiou), Computers in Physics, November, 1997, 574-578.
The Unknown and the Unknowable, Columbia University Department of Computer Science, Technical Report, and Santa Fe Institute Working Paper, 1997.
On Reality and Models, in Boundaries and Barriers: On the Limits to Scientific Knowledge, (J. Casti and A. Karlqvist, eds.), Addison-Wesley, 1996, 238-251.
From Infoware to Infowar, in Defining a Decade: Proceedings of the CSTB 10th Anniversary Symposium, National Academy of Sciences, 1997, 1-7.
- Beating Monte Carlo (with A. Papageorgiou), Risk, June 1996, 63-65. A version of this paper,
New Results on Deterministic Pricing of Financial Derivatives, was presented on April 15, 1996 at Mathematical Problems in Finance organized by the Institute for Advanced Study, Princeton, New Jersey, and is available online. A related paper by Spassimir Paskov New Methodologies for Valuing Derivatives, is published as a chapter in Mathematics of Derivative Securities edited by S. Pliska and M. Dempster, Isaac Newton Institute, Cambridge University Press, Cambridge, UK, 1997, 545-582, and is also available online.
Faster Valuation of Financial Derivatives (with S. Paskov), Journal of Portfolio Management, Vol. 22:1, Fall, 1995, 113-120.
The Monte Carlo Algorithm with a Pseudo-random Generator (with H. Wozniakowski), Mathematics of Computation, Vol. 58, 1992, 303-339. |
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