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» Games with Incomplete Information

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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

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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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ICDE
2007
IEEE

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MayBMS: Managing Incomplete Information with Probabilistic World-Set Decompositions

14 years 9 months ago

Download www.cs.cornell.edu

Lyublena Antova, Christoph Koch, Dan Olteanu

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PODS
2009
ACM

101views Database» more PODS 2009»

XML with incomplete information: models, properties, and query answering

14 years 8 months ago

Download sirangelo.info

Pablo Barceló, Leonid Libkin, Antonella Pog...

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OR
2007
Springer

137views Operations Research» more OR 2007»

Coping with Incomplete Information in Scheduling - Stochastic and Online Models

14 years 1 months ago

Download www.mpi-inf.mpg.de

version of this extended abstract is published as [6].

Nicole Megow

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VLDB
2007
ACM

109views Database» more VLDB 2007»

Query language support for incomplete information in the MayBMS system

14 years 1 months ago

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