We consider a model where commodity service providers are offering commodity computational services to a set of customers. We provide a solution for the efficient distribution of ...
Two base algorithms are known for reachability verification over timed automata. They are called forward and backwards, and traverse the automata edges using either successors or p...
Abstract. Currently, there are two market models for valuation and risk management of interest rate derivatives, the LIBOR and swap market models. We introduce arbitrage-free const...
We introduce a general approach to model a joint market of stock price and a term structure of variance swaps in an HJM-type framework. In such a model, strongly volatility-depend...
In this paper, we develop a rigorous, unified framework based on ordinary differential equations (ODEs) to study epidemic routing and its variations. These ODEs can be derived a...
Xiaolan Zhang, Giovanni Neglia, James F. Kurose, D...