2216 search results - page 9 / 444 » Hedging Structured Concepts |
FS
2006
13 years 7 months ago
2006
We introduce a general approach to model a joint market of stock price and a term structure of variance swaps in an HJM-type framework. In such a model, strongly volatility-depend...
IOR
2002
13 years 7 months ago
2002
This paper presents the design and pricing of financial contracts for the supply and procurement of interruptible electricity service. While the contract forms and pricing methodo...
IJCAI
1989
13 years 8 months ago
1989
Explanation-based generalization algorithms need to generalize the structure of their explanations. This is necessary in order to acquire concepts where a recursive or iterative p...
ICSE
1999
IEEE-ACM
13 years 12 months ago
1999
IEEE-ACM
Many approaches to support (semi-automatic) identification of objects in legacy code take the data structures as starting point for candidate classes. Unfortunately, legacy data ...
CSL
2000
Springer
13 years 12 months ago
2000
Springer
We define three composition and structuring concepts which reflect frequently used refinements of ASMs and integrate standard structuring constructs into the global state based ...