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TCCI
2010
13 years 7 months ago
A Cross-Cultural Multi-agent Model of Opportunism in Trade
According to transaction cost economics, contracts are always incomplete and offer opportunities to defect. Some level of trust is a sine qua non for trade. If the seller is better...
Gert Jan Hofstede, Catholijn M. Jonker, Tim Verwaa...
IANDC
2008
112views more  IANDC 2008»
13 years 9 months ago
Inclusion dynamics hybrid automata
Hybrid systems are dynamical systems with the ability to describe mixed discretecontinuous evolution of a wide range of systems. Consequently, at first glance, hybrid systems appe...
Alberto Casagrande, Carla Piazza, Alberto Policrit...
WSC
2004
13 years 10 months ago
Efficient Pricing of Barrier Options with the Variance-Gamma Model
We develop an efficient Monte Carlo algorithm for pricing barrier options with the variance gamma model (Madan, Carr, and Chang 1998). After generalizing the double-gamma bridge s...
Athanassios N. Avramidis
ACTA
2007
96views more  ACTA 2007»
13 years 9 months ago
Recursive Petri nets
Abstract. In order to design and analyse complex systems, modelers need formal models with two contradictory requirements: a high expressivity and the decidability of behavioural p...
Serge Haddad, Denis Poitrenaud
COORDINATION
2004
Springer
14 years 2 months ago
O'Klaim: A Coordination Language with Mobile Mixins
This paper presents O’KLAIM (Object-Oriented KLAIM), a linguistic extension of the higher-order calculus for mobile processes KLAIM with objectoriented features. Processes intera...
Lorenzo Bettini, Viviana Bono, Betti Venneri