Our research is motivated by a strong conviction that business processes in electronic enterprises can be designed to deliver high levels of performance through the use of mathemat...
In this note, we show that simple models that explicitly accounts for the market participants’ fear that the stock prices will plunge, is capable of explaining the implied volat...
We consider optimization problems involving convex risk functions. By employing techniques of convex analysis and optimization theory in vector spaces of measurable functions we d...
This paper deals with managing variability on behavioral models. Such models are generally more complex, less tractable by hand than the static, structural parts of a system descr...
gh abstract information is available. In the next step, we identify existing Web Engineering model properties which can be used to improve the checks, and propose further extension...
Richard Atterer, Albrecht Schmidt, Heinrich Hu&szl...