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CORR
2002
Springer
98views Education» more  CORR 2002»
13 years 7 months ago
An Empirical Model for Volatility of Returns and Option Pricing
In a seminal paper in 1973, Black and Scholes argued how expected distributions of stock prices can be used to price options. Their model assumed a directed random motion for the ...
Joseph L. McCauley, Gemunu H. Gunaratne
CORR
2002
Springer
131views Education» more  CORR 2002»
13 years 7 months ago
Ownership Confinement Ensures Representation Independence for Object-Oriented Programs
for data abstraction and justifies reasoning by simulation. Representation independence has been shown for a variety of languages and constructs but not for shared references to mu...
Anindya Banerjee, David A. Naumann
COMCOM
1998
102views more  COMCOM 1998»
13 years 7 months ago
Preferred link based delay-constrained least-cost routing in wide area networks
Multimedia applications involving digital audio and/or digital video transmissions require strict QoS constraints (end-to-end delay bound, bandwidth availability, packet loss rate...
R. Sriram, Govindarasu Manimaran, C. Siva Ram Murt...
TON
2002
125views more  TON 2002»
13 years 7 months ago
Multicast-based inference of network-internal delay distributions
Packet delay greatly influences the overall performance of network applications. It is therefore important to identify causes and location of delay performance degradation within ...
Francesco Lo Presti, Nick G. Duffield, Joseph Horo...
GIS
2010
ACM
13 years 6 months ago
Spatial data infrastructures as complex adaptive systems
Many researchers throughout the world have been struggling to better understand and describe Spatial Data Infrastructures (SDIs). Our knowledge of the real forces and mechanisms b...
L. Grus, Joep Crompvoets, A. K. Bregt