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FS
2010
95views more  FS 2010»
14 years 10 months ago
Pricing credit derivatives under incomplete information: a nonlinear-filtering approach
This paper considers a general reduced form pricing model for credit derivatives where default intensities are driven by some factor process X. The process X is not directly observ...
Rüdiger Frey, Wolfgang Runggaldier
ICC
2009
IEEE
127views Communications» more  ICC 2009»
15 years 6 months ago
Security Games with Incomplete Information
—We study two-player security games which can be viewed as sequences of nonzero-sum matrix games where at each stage of the iterations the players make imperfect observations of ...
Kien C. Nguyen, Tansu Alpcan, Tamer Basar

Presentation
438views
16 years 11 months ago
Games with Incomplete Information
A talk on Nobel Talk by Nobel laureate John C Harsayni, in Topics in Game Theory Course, IISc, November 2008
ICDE
2007
IEEE
133views Database» more  ICDE 2007»
16 years 1 months ago
MayBMS: Managing Incomplete Information with Probabilistic World-Set Decompositions
Lyublena Antova, Christoph Koch, Dan Olteanu
PODS
2009
ACM
101views Database» more  PODS 2009»
16 years 10 days ago
XML with incomplete information: models, properties, and query answering
Pablo Barceló, Leonid Libkin, Antonella Pog...