Credit risk analysis for portfolios containing CDO tranches is a challenging task for risk managers. We propose here a basis function approach for CDO tranche valuation and portfo...
This paper addresses the problem of state estimation in the case where the prior distribution of the states is not perfectly known but instead is parameterized by some unknown par...
Abstract--We introduce a stochastic extension of CCS endowed with structural operational semantics expressed in terms of measure theory. The set of processes is organised as a meas...
Recognizing that trust states are mental states, this paper presents a formal analysis of the dynamics of trust in terms of the functional roles and representation relations for tr...
Tibor Bosse, Catholijn M. Jonker, Jan Treur, Dmytr...
Boolean satisfiability (SAT) based methods have traditionally been popular for formally verifying properties for digital circuits. We present a novel methodology for formulating a...
Saurabh K. Tiwary, Anubhav Gupta, Joel R. Phillips...