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106
Voted
FS
2010
148views more  FS 2010»
15 years 29 days ago
Option hedging for small investors under liquidity costs
Following the framework of C¸etin, Jarrow and Protter [4] we study the problem of super-replication in presence of liquidity costs under additional restrictions on the gamma of th...
Umut Çetin, H. Mete Soner, Nizar Touzi
171
Voted
ICST
2010
IEEE
15 years 27 days ago
Longer is Better: On the Role of Test Sequence Length in Software Testing
In the presence of an internal state, often it is required a sequence of function calls to test software. In fact, to cover a particular branch of the code, a sequence of previous...
Andrea Arcuri
134
Voted
JAPLL
2010
124views more  JAPLL 2010»
15 years 25 days ago
Reasoning about XML with temporal logics and automata
We show that problems arising in static analysis of XML specifications and transformations can be dealt with using techniques similar to those developed for static analysis of pr...
Leonid Libkin, Cristina Sirangelo
JOT
2010
117views more  JOT 2010»
15 years 25 days ago
Formal Model and DSL for Separation of Concerns based on Views
The separation of concerns (SOC), as a conceptual tool, enables us to manage the complexity of software systems that we develop. The benefits of this paradigm, such as reuse, enhan...
Mehdi Adda, Hamid Mcheick, Hafedh Mili
KBSE
2010
IEEE
15 years 25 days ago
RESISTing reliability degradation through proactive reconfiguration
Situated software systems are an emerging class of systems that are predominantly pervasive, embedded, and mobile. They are marked with a high degree of unpredictability and dynam...
Deshan Cooray, Sam Malek, Roshanak Roshandel, Davi...