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WSC
2007
15 years 5 months ago
Representation and simulation of stochastic petrinet models using xPNML
The paper presents an extensible Petri Net Markup Language (xPNML), which is an extended version of PNML. The xPNML format overcomes limitations associated with PNML structure for...
Hyunsoo Lee, Bikram Sharda, Amarnath Banerjee
I3E
2001
196views Business» more  I3E 2001»
15 years 4 months ago
Security Modelling for Electronic Commerce: The Common Electronic Purse Specifications
: Designing security-critical systems correctly is very difficult. We present work on software engineering of security critical systems, supported by the CASE tool AUTOFOCUS. Secur...
Jan Jürjens, Guido Wimmel
WSC
2004
15 years 4 months ago
Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
Mark Broadie, Özgür Kaya
JALC
2006
95views more  JALC 2006»
15 years 3 months ago
On the Decidability of Model-Checking for P Systems
Membrane computing is a branch of molecular computing that aims to develop models and paradigms that are biologically motivated. It identifies an unconventional computing model, n...
Zhe Dang, Oscar H. Ibarra, Cheng Li, Gaoyan Xie
ICCCN
2008
IEEE
15 years 9 months ago
A New Proposal for QKD Relaying Models
—We investigate a quasi-trusted QKD relaying model. This is a three-party communication model. Two nodes Alice and Bob want to establish a secret key. However, the distance betwe...
Cuong Le Quoc, Patrick Bellot