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IOR
2006
91views more  IOR 2006»
14 years 9 months ago
Robust One-Period Option Hedging
The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...
Frank Lutgens, Jos F. Sturm, Antoon Kolen
PLPV
2011
ACM
14 years 14 days ago
Local actions for a curry-style operational semantics
Soundness proofs of program logics such as Hoare logics and type systems are often made easier by decorating the operational semantics with information that is useful in the proof...
Gordon Stewart, Andrew W. Appel
89
Voted
CCS
2011
ACM
13 years 9 months ago
Policy auditing over incomplete logs: theory, implementation and applications
We present the design, implementation and evaluation of an algorithm that checks audit logs for compliance with privacy and security policies. The algorithm, which we name reduce,...
Deepak Garg, Limin Jia, Anupam Datta
CPM
2000
Springer
177views Combinatorics» more  CPM 2000»
15 years 2 months ago
Identifying and Filtering Near-Duplicate Documents
Abstract. The mathematical concept of document resemblance captures well the informal notion of syntactic similarity. The resemblance can be estimated using a fixed size “sketch...
Andrei Z. Broder
75
Voted
ECTEL
2006
Springer
15 years 1 months ago
A Formal Model of Learning Object Metadata
In this paper, we introduce a new, formal model of learning object metadata. The model enables more formal, rigorous reasoning over metadata. An important feature of the model is t...
Kris Cardinaels, Erik Duval, Henk J. Olivié