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    FS
    2010
    95views more  FS 2010»
    Pricing credit derivatives under incomplete information: a nonlinear-filtering approach
    13 years 6 months ago
    Pricing credit derivatives under incomplete information: a nonlinear-filtering approach
    Download  www.math.uni-leipzig.de
    This paper considers a general reduced form pricing model for credit derivatives where default intensities are driven by some factor process X. The process X is not directly observ...
    Rüdiger Frey, Wolfgang Runggaldier
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    ENTCS
    2010
    103views more  ENTCS 2010»
    A Model and Analysis of the AKAP Scaffold
    13 years 5 months ago
    A Model and Analysis of the AKAP Scaffold
    Download  cs2bio10.di.unito.it
    We study the biochemical processes involved in scaffold-mediated crosstalk between the cAMP and the Raf-1/MEK/ERK pathways. We model the system by a continuous time Markov chain w...
    Oana Andrei, Muffy Calder
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    GIS
    2008
    ACM
    197views Automated Reasoning» more  GIS 2008»
    Combining 3-D geovisualization with force feedback driven user interaction
    13 years 8 months ago
    Combining 3-D geovisualization with force feedback driven user interaction
    Download  www.vrac.iastate.edu
    We describe a prototype software system for investigating novel human-computer interaction techniques for 3-D geospatial data. This system, M4-Geo (Multi-Modal Mesh Manipulation o...
    Adam Faeth, Michael Oren, Chris Harding
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    CAD
    2007
    Springer
    140views Theoretical Computer Science» more  CAD 2007»
    A B-spline-based approach to heterogeneous objects design and analysis
    13 years 7 months ago
    A B-spline-based approach to heterogeneous objects design and analysis
    Download  mmae.iit.edu
    The recent advancement of solid freeform fabrication, design techniques and fundamental understanding of material properties in functionally graded materials has made it possible ...
    Pinghai Yang, Xiaoping Qian
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    ANSS
    2006
    IEEE
    100views Modeling and Simulation» more  ANSS 2006»
    A New Approach for Computing Conditional Probabilities of General Stochastic Processes
    14 years 1 months ago
    A New Approach for Computing Conditional Probabilities of General Stochastic Processes
    Download  www.sim.ovgu.de
    In this paper Hidden Markov Model algorithms are considered as a method for computing conditional properties of continuous-time stochastic simulation models. The goal is to develo...
    Fabian Wickborn, Claudia Isensee, Thomas Simon, Sa...
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