1729 search results - page 213 / 346 » Deterministic Expressions in C |
CORR
2010
Springer
13 years 10 months ago
2010
Springer
We propose a middleware framework for deployment and subsequent autonomic management of component-based applications. An initial deployment goal is specified using a declarative c...
ENTCS
2008
13 years 10 months ago
2008
Hybrid Chi is a process algebra for the modeling and analysis of hybrid systems. It enables modular specification of hybrid systems by means of a large set of atomic statements an...
AUTOMATICA
2006
13 years 10 months ago
2006
This paper considers the robustness of stochastic stability of Markovian jump linear systems in continuous- and discrete-time with respect to their transition rates and probabilit...
FS
2006
13 years 10 months ago
2006
In the present paper we provide an analytical solution for pricing discrete barrier options in the Black-Scholes framework. We reduce the valuation problem to a Wiener-Hopf equatio...
MANSCI
2006
13 years 10 months ago
2006
We present a new approach to pricing American-style derivatives that is applicable to any Markovian setting (i.e., not limited to geometric Brownian motion) for which European cal...