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FS
2010
124views more  FS 2010»
13 years 3 months ago
Comparison results for stochastic volatility models via coupling
The aim of this paper is to investigate the properties of stochastic volatility models, and to discuss to what extent, and with regard to which models, properties of the classical...
David Hobson
FS
2010
110views more  FS 2010»
13 years 3 months ago
A generalization of Panjer's recursion and numerically stable risk aggregation
Portfolio credit risk models as well as models for operational risk can often be treated analogously to the collective risk model coming from insurance. Applying the classical Panj...
Stefan Gerhold, Uwe Schmock, Richard Warnung
USS
2010
13 years 3 months ago
Making Linux Protection Mechanisms Egalitarian with UserFS
UserFS provides egalitarian OS protection mechanisms in Linux. UserFS allows any user--not just the system administrator--to allocate Unix user IDs, to use chroot, and to set up f...
Taesoo Kim, Nickolai Zeldovich
FAST
2010
13 years 7 months ago
HydraFS: A High-Throughput File System for the HYDRAstor Content-Addressable Storage System
A content-addressable storage (CAS) system is a valuable tool for building storage solutions, providing efficiency by automatically detecting and eliminating duplicate blocks; it ...
Cristian Ungureanu, Benjamin Atkin, Akshat Aranya,...
TPDS
2010
116views more  TPDS 2010»
13 years 3 months ago
FS2You: Peer-Assisted Semipersistent Online Hosting at a Large Scale
—It has been widely acknowledged that online file hosting systems within the “cloud” of the Internet have provided valuable services to end users who wish to share files of a...
Fangming Liu, Ye Sun, Bo Li, Baochun Li, Xinyan Zh...