These notes cover several topics such as The classic capital asset pricing model, The CAPM in general equilibrium, Infinite horizon economies, Continuous time models, Asset pricing...
In this paper we introduce efficient Monte Carlo estimators for the valuation of high-dimensional derivatives and their sensitivities ("Greeks"). These estimators are ba...
Abstract. We study two closely related primitives: Broadcast Encryption and Key Predistribution Schemes (KPS). Broadcast Encryption allows a broadcaster to broadcast an encrypted m...
Abstract. This paper discusses the approach of ontology-based knowledge engineering in FF POIROT, a project to explore the use of ontology technology in information systems against...
Gang Zhao, John Kingston, Koen Kerremans, Frederic...
Strategy planning processes often suffer from a lack of conceptual models that can be used to represent business strategies in a structured and standardized form. If natural langu...