43 search results - page 5 / 9 » An algorithm for estimating time-varying commodity price mod... |
WSC
2007
13 years 9 months ago
2007
A credit derivative is a path dependent contingent claim on the aggregate loss in a portfolio of credit sensitive securities. We estimate the value of a credit derivative by Monte...
WSC
2008
13 years 9 months ago
2008
In this paper, we consider equity-linked life insurance contracts that give their holder the possibility to surrender their policy before maturity. Such contracts can be valued us...
CLUSTER
2007
IEEE
14 years 1 months ago
2007
IEEE
— A new communication model, called the PlogPT model, is proposed to predict communication performance in a commodity cluster where computing nodes communicate using TCP/IP. This...
STOC
2012
ACM
11 years 9 months ago
2012
ACM
Option contracts are a type of financial derivative that allow investors to hedge risk and speculate on the variation of an asset’s future market price. In short, an option has...
CDC
2008
IEEE
2008
IEEE
An ensemble Kalman filtering approach to highway traffic estimation using GPS enabled mobile devices
13 years 7 months ago
Traffic state estimation is a challenging problem for the transportation community due to the limited deployment of sensing infrastructure. However, recent trends in the mobile pho...