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ICSE
2004
IEEE-ACM
15 years 11 months ago
The Role of Agreements in IT Management Software
Various forms of agreements naturally arise in the service provider model as well as in multi-party computing models such as business-to-business, utility and grid computing. The r...
Aad P. A. van Moorsel, Carlos Molina-Jiméne...
98
Voted
EDOC
2000
IEEE
15 years 4 months ago
Ponder: Realising Enterprise Viewpoint Concepts
This paper introduces the Ponder language for specifying distributed object enterprise concepts. Ponder, is a declarative language, which permits the specification of policies in ...
Emil Lupu, Morris Sloman, Naranker Dulay, Nicodemo...
FORMATS
2004
Springer
15 years 3 months ago
Decomposing Verification of Timed I/O Automata
This paper presents assume-guarantee style substitutivity results for the recently published timed I/O automaton modeling framework. These results are useful for decomposing verifi...
Dilsun Kirli Kaynar, Nancy A. Lynch
WSC
2007
15 years 2 months ago
Approximations and control variates for pricing portfolio credit derivatives
Portfolio credit derivatives that depend on default correlation are increasingly widespread in the credit market. Valuing such products often entails Monte Carlo simulation. Howev...
Zhiyong Chen, Paul Glasserman
FPL
2008
Springer
137views Hardware» more  FPL 2008»
15 years 1 months ago
FPGA acceleration of Monte-Carlo based credit derivative pricing
In recent years the financial world has seen an increasing demand for faster risk simulations, driven by growth in client portfolios. Traditionally many financial models employ Mo...
Alexander Kaganov, Paul Chow, Asif Lakhany