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FS
2010
95views more  FS 2010»
15 years 1 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
155
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HICSS
2010
IEEE
181views Biometrics» more  HICSS 2010»
15 years 1 months ago
Standards Initiatives for Software Product Line Engineering and Management within the International Organization for Standardiza
Abstract: Software product line engineering is an established methodology for fast and effective development of software-intensive systems and services. To reap maximum benefits fr...
Timo Käkölä
ICRA
2010
IEEE
162views Robotics» more  ICRA 2010»
15 years 1 months ago
Adaptive multi-robot coordination: A game-theoretic perspective
Multi-robot systems researchers have been investigating adaptive coordination methods for improving spatial coordination in teams. Such methods adapt the coordination method to th...
Gal A. Kaminka, Dan Erusalimchik, Sarit Kraus
PVLDB
2008
167views more  PVLDB 2008»
15 years 1 months ago
Keyword search on external memory data graphs
Keyword search on graph structured data has attracted a lot of attention in recent years. Graphs are a natural "lowest common denominator" representation which can combi...
Bhavana Bharat Dalvi, Meghana Kshirsagar, S. Sudar...
111
Voted
JCC
2010
74views more  JCC 2010»
15 years 1 months ago
A first-order system least-squares finite element method for the Poisson-Boltzmann equation
The Poisson-Boltzmann equation is an important tool in modeling solvent in biomolecular systems. In this paper, we focus on numerical approximations to the electrostatic potential...
Stephen D. Bond, Jehanzeb Hameed Chaudhry, Eric C....
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