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EOR
2010
99views more  EOR 2010»
15 years 1 months ago
Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming
We analyze the problem of pricing and hedging contingent claims in the multi-period, discrete time, discrete state case using the concept of a sufficiently attractive expected gai...
Mustafa Ç. Pinar, Aslihan Salih, Ahmet Camc...
CADE
2008
Springer
16 years 6 months ago
Model Checking for Stability Analysis in Rely-Guarantee Proofs
Rely-guarantee (RG) reasoning is useful for modular Hoare-style proofs of concurrent programs. However, RG requires that assertions be proved stable under the actions of the enviro...
Hasan Amjad, Richard Bornat
182
Voted
BMCBI
2005
147views more  BMCBI 2005»
15 years 6 months ago
GATA: a graphic alignment tool for comparative sequence analysis
Background: Several problems exist with current methods used to align DNA sequences for comparative sequence analysis. Most dynamic programming algorithms assume that conserved se...
David A. Nix, Michael B. Eisen
CORR
2004
Springer
151views Education» more  CORR 2004»
15 years 6 months ago
Finite-Tree Analysis for Constraint Logic-Based Languages: The Complete Unabridged Version
Logic languages based on the theory of rational, possibly infinite, trees have much appeal in that rational trees allow for faster unification (due to the safe omission of the occ...
Roberto Bagnara, Roberta Gori, Patricia M. Hill, E...
158
Voted
RTS
2002
107views more  RTS 2002»
15 years 5 months ago
Data-Flow Frameworks for Worst-Case Execution Time Analysis
The purpose of this paper is to introduce frameworks based on data-flow equations which provide for estimating the worst-case execution time (WCET) of (real-time) programs. These f...
Johann Blieberger