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134
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TCCI
2010
15 years 2 months ago
2010
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...
138
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IANDC
2008
15 years 3 months ago
2008
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...
120
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WSC
2004
15 years 5 months ago
2004
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...
133
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ACTA
2007
15 years 3 months ago
2007
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...
146
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COORDINATION
2004
Springer
15 years 9 months ago
2004
Springer
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...