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...
ICMCS
2005
IEEE
13 years 10 months ago
2005
IEEE
This paper presents a new routing strategy, that selects the best network paths in an overlay network, in order to minimize the distortion perceived by the end user. We first pro...