In this paper, we use exact simulation to price CDO under a new dynamic model, the Conditional Survival (CS) model, which provided excellent calibration to both iTraxx tranches an...
Testing of multi-threaded programs poses enormous challenges. To improve the coverage of testing, we present a framework named CONTESSA that augments conventional testing (concrete...
A new identity-based key agreement protocol designed to operate on thenetworklayerispresented. Endpoint addresses, namelyIP and MAC addresses, areusedaspublickeystoauthenticatethe ...
Christian Schridde, Matthew Smith, Bernd Freislebe...
Several applications of graph rewriting systems (notably, some encodings of calculi with name passing) require rules which, besides deleting and generating graph items, are able to...
Abstract. We describe a denotational (game) semantics for a call-byvalue functional language with multiple threads of control, which may communicate values of general type on local...