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» A Calculus of Gamma Programs
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FS
2010
148views more  FS 2010»
13 years 6 months ago
Option hedging for small investors under liquidity costs
Following the framework of C¸etin, Jarrow and Protter [4] we study the problem of super-replication in presence of liquidity costs under additional restrictions on the gamma of th...
Umut Çetin, H. Mete Soner, Nizar Touzi
APLAS
2007
ACM
13 years 11 months ago
A Probabilistic Applied Pi-Calculus
Abstract. We propose an extension of the Applied Pi
Jean Goubault-Larrecq, Catuscia Palamidessi, Angel...
PEPM
2009
ACM
14 years 6 days ago
Translation and optimization for a core calculus with exceptions
A requirement of any source language is to be rich in features and concise to use by the programmers. As a drawback, it is often too complex to analyse, causing research studies t...
Cristina David, Cristian Gherghina, Wei-Ngan Chin
ICALP
2009
Springer
14 years 8 months ago
On Constructor Rewrite Systems and the Lambda-Calculus
Ugo Dal Lago, Simone Martini
POPL
2004
ACM
14 years 8 months ago
Extensional normalisation and type-directed partial evaluation for typed lambda calculus with sums
We present a notion of -long ? -normal term for the typed lambda calculus with sums and prove, using Grothendieck logical relations, that every term is equivalent to one in norm...
Vincent Balat, Roberto Di Cosmo, Marcelo P. Fiore