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ASIAN
1998
Springer
13 years 9 months ago
1998
Springer
Abstract. We present a constraint system OF of feature trees that is appropriate to specify and implement type inference for first-class messages. OF extends traditional systems of...
ASIAN
1998
Springer
13 years 9 months ago
1998
Springer
LOTOS is a formal specification language, designed for the precise description of open distributed systems and protocols. Our purpose is to introduce the operators of logics (for e...
WSC
1998
13 years 6 months ago
1998
This paper compares Monte Carlo methods, lattice rules, and other low-discrepancy point sets on the problem of evaluating asian options. The combination of these methods with vari...
WSC
1998
13 years 6 months ago
1998
When pricing options via Monte Carlo simulations, precision can be improved either by performing longer simulations, or by reducing the variance of the estimators. In this paper, ...
ASIAN
1998
Springer
13 years 9 months ago
1998
Springer
call it, provides abstraction through the rewriting arrow and explicit rule application. It also embeds the notion of sets of results to deal with non-deterministic computations. F...