1729 search results - page 213 / 346 » Deterministic Expressions in C |
132
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CORR
2010
Springer
15 years 4 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...
134
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ENTCS
2008
15 years 4 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...
122
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AUTOMATICA
2006
15 years 4 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...
108
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FS
2006
15 years 4 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...
128
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MANSCI
2006
15 years 4 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...