We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
This paper discusses the applicability of a process algebra, the -calculus, as a formal foundation for Business Process Management (BPM). We therefore investigate the -calculus fro...
We present a numerical approximation technique for the analysis of continuous-time Markov chains that describe networks of biochemical reactions and play an important role in the ...
Thomas A. Henzinger, Maria Mateescu, Linar Mikeev,...
This paper presents an approach for investigating in a predictive way potential disruptive effects of interruptions on task performance in a multitasking environment. The approach...
Philippe A. Palanque, Marco Winckler, Jean-Fran&cc...
This paper describes an algebra for use with parallel object databases, and in particular ODMG compliant databases with OQL. Although there have been many proposals for parallel r...
Sandra de F. Mendes Sampaio, Norman W. Paton, Paul...