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FS
2006
82views more  FS 2006»
13 years 10 months ago
A super-replication theorem in Kabanov's model of transaction costs
We prove a general version of the super-replication theorem, which applies to Kabanov's model of foreign exchange markets under proportional transaction costs. The market is ...
Luciano Campi, Walter Schachermayer
ENTCS
2006
100views more  ENTCS 2006»
13 years 10 months ago
Typed Mobile Ambients in Maude
Maude has revealed itself as a powerful tool for implementing different kinds of semantics so that quick prototypes are available for trying examples and proving properties. In th...
Fernando Rosa Velardo, Clara Segura, Alberto Verde...
IFL
2003
Springer
14 years 3 months ago
Correctness of Non-determinism Analyses in a Parallel-Functional Language
The presence of non-determinism in the parallel-functional language Eden creates some problems. Several non-determinism analyses have been developed to determine when an Eden expre...
Clara Segura, Ricardo Pena
SEFM
2007
IEEE
14 years 4 months ago
Verifying the Mondex Case Study
The Mondex Case study is still the most substantial contribution to the Grand Challenge repository. It has been the target of a number of formal verification efforts. Those effor...
Peter H. Schmitt, Isabel Tonin
MFCS
2005
Springer
14 years 3 months ago
Basic Properties for Sand Automata
We prove several results about the relations between injectivity and surjectivity for sand automata. Moreover, we begin the exploration of the dynamical behavior of sand automata ...
Julien Cervelle, Enrico Formenti, Benoît Mas...