51 search results - page 1 / 11 » Estimating tranche spreads by loss process simulation |
WSC
2007
13 years 7 months ago
2007
A credit derivative is a path dependent contingent claim on the aggregate loss in a portfolio of credit sensitive securities. We estimate the value of a credit derivative by Monte...
ICASSP
2011
IEEE
12 years 8 months ago
2011
IEEE
This paper concerns the detection of radar targets masked by Doppler-spread surface backscatter from points beyond the radar’s maximum unambiguous range. Current methods for mit...
ICASSP
2009
IEEE
13 years 2 months ago
2009
IEEE
Video communications over wireless networks suffers various patterns of losses, including burst losses that cause great degradation in video quality. In this paper, we propose an ...
PE
2007
Springer
13 years 4 months ago
2007
Springer
Multicast-based inference has been proposed as a method of estimating average loss rates of internal network links, using end-to-end loss measurements of probes sent over a multic...
MSE
2002
IEEE
13 years 9 months ago
2002
IEEE
We investigate the effect of network errors on Embedded Zerotree Wavelet (EZW) encoded images and propose modifications to the EZW coder to increase error resilience in bursty pac...