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...
Information about the spread of crop disease is vital in developing countries, and as a result the governments of such countries devote scarce resources to gathering such data. Un...
John Alexander Quinn, Kevin Leyton-Brown, Ernest M...
— We study a simple game theoretic model for the spread of an innovation in a network. The diffusion of the innovation is modeled as the dynamics of a coordination game in which ...
— Currently deployed grids gather together thousands of computational and storage resources for the benefit of a large community of scientists. However, the large scale, the wid...
Alexandru Iosup, Mathieu Jan, Omer Ozan Sonmez, Di...
Security defense tools like firewalls and antivirus softwares are not sufficient to defend against dynamic threats to database systems. Successful attacks could not only seriously ...