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IOR
2006
192views more  IOR 2006»
13 years 5 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya
VIZSEC
2007
Springer
13 years 11 months ago
An Interactive Attack Graph Cascade and Reachability Display
Abstract Attack graphs for large enterprise networks improve security by revealing critical paths used by adversaries to capture network assets. Even with simplification, current a...
Leevar Williams, Richard Lippmann, Kyle Ingols
FC
2005
Springer
143views Cryptology» more  FC 2005»
13 years 11 months ago
Risk Assurance for Hedge Funds Using Zero Knowledge Proofs
Abstract. This work introduces a new tool for a fund manager to verifiably communicate portfolio risk characteristics to an investor. We address the classic dilemma: How can an in...
Michael Szydlo
ICSE
2001
IEEE-ACM
13 years 9 months ago
Generating Wrappers for Command Line Programs: The Cal-Aggie Wrap-O-Matic Project
Software developers writing new software have strong incentives to make their products compliant to standards such as corba, com, and JavaBeans. Standardscompliance facilitates in...
Eric Wohlstadter, Stoney Jackson, Premkumar T. Dev...
WSC
1998
13 years 6 months ago
Avoiding the Blues for Airline Travelers
The fast growth in airline passenger traffic combined with the slow growth in airport capacity worldwide is putting a severe strain on the capability of airlines to adapt their pr...
Jane L. Snowdon, Soad El-Taji, Mario Montevecchi, ...