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This paper deals with a pair-wise key establishment scheme without pre-distributing keys for ad-hoc networks. The scheme is based on the Diffie-Hellman key exchange protocol. It makes use of the one-time password to prevent a falsification of Diffie-Hellman values. Additionally, it forces each node to prove its long-term secret key ownership to provide mutual authentication. Security analyses prove that it is secure against various attacks. Also, simulation results show that it significantly reduces the number of messages to be exchanged over the probabilistic key pre-distribution scheme.