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CORR
2007
Springer
150views Education» more  CORR 2007»
14 years 10 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
JANCL
2007
86views more  JANCL 2007»
14 years 10 months ago
Dynamic logics of the region-based theory of discrete spaces
The aim of this paper is to give new kinds of modal logics suitable for reasoning about regions in discrete spaces. We call them dynamic logics of the region-based theory of discr...
Philippe Balbiani, Tinko Tinchev, Dimiter Vakarelo...
IPPS
1998
IEEE
15 years 3 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
AMAI
2006
Springer
14 years 10 months ago
A generalization of the Lin-Zhao theorem
The theorem on loop formulas due to Fangzhen Lin and Yuting Zhao shows how to turn a logic program into a propositional formula that describes the program's stable models. In...
Paolo Ferraris, Joohyung Lee, Vladimir Lifschitz
KR
2000
Springer
15 years 2 months ago
Significant Inferences : Preliminary Report
We explore the possibility of a logic where a conclusion substantially improves over its premise(s): Specifically, we intend to rule out inference steps such that the premise conv...
Philippe Besnard, Torsten Schaub