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» Derivation of Characteristic Formulae
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107
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CORR
2007
Springer
150views Education» more  CORR 2007»
15 years 1 months ago
A Unified Framework for Pricing Credit and Equity Derivatives
We propose a model which can be jointly calibrated to the corporate bond term structure and equity option volatility surface of the same company. Our purpose is to obtain explicit...
Erhan Bayraktar, Bo Yang
WCNC
2008
IEEE
15 years 8 months ago
Exact BER Performance of Asynchronous MC-DS-CDMA over Nakagami-m Fading Channels
—In this contribution an accurate average bit error rate (BER) formula is derived for Nakagami-faded MC-DSCDMA in the context of asynchronous transmissions and random spreading s...
Besma Smida, Lajos Hanzo, Sofiène Affes
103
Voted
IPPS
1998
IEEE
15 years 6 months ago
Using the BSP Cost Model to Optimise Parallel Neural Network Training
We derive cost formulae for three di erent parallelisation techniques for training supervised networks. These formulae are parameterised by properties of the target computer archit...
R. O. Rogers, David B. Skillicorn
GLOBECOM
2010
IEEE
14 years 12 months ago
Peer-to-Peer Storage Systems: A Practical Guideline to be Lazy
Distributed and peer-to-peer storage systems are foreseen as an alternative to the traditional data centers and in-house backup solutions. In the past few years many peerto-peer st...
Frédéric Giroire, Julian Monteiro, S...
AAAI
1993
15 years 3 months ago
Reasoning With Characteristic Models
Formal AI systems traditionally represent knowledge using logical formulas. We will show, however, that for certain kinds of information, a modelbased representation is more compa...
Henry A. Kautz, Michael J. Kearns, Bart Selman