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WSC
2008
13 years 11 months ago
Connecting the top-down to the bottom-up: Pricing CDO under a Conditional Survival (CS) model
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...
Xian Hua Peng, Steven G. Kou
CAV
2010
Springer
201views Hardware» more  CAV 2010»
14 years 28 days ago
Contessa: Concurrency Testing Augmented with Symbolic Analysis
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...
Sudipta Kundu, Malay K. Ganai, Chao Wang
SCN
2008
Springer
13 years 9 months ago
An Identity-Based Key Agreement Protocol for the Network Layer
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...
CONCUR
2006
Springer
14 years 24 days ago
Concurrent Rewriting for Graphs with Equivalences
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...
Paolo Baldan, Fabio Gadducci, Ugo Montanari
FSTTCS
2006
Springer
14 years 22 days ago
Game Semantics for Higher-Order Concurrency
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...
James Laird