The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Abstract Attack graphs for large enterprise networks improve security by revealing critical paths used by adversaries to capture network assets. Even with simplification, current a...
Abstract. This work introduces a new tool for a fund manager to verifiably communicate portfolio risk characteristics to an investor. We address the classic dilemma: How can an in...
Software developers writing new software have strong incentives to make their products compliant to standards such as corba, com, and JavaBeans. Standardscompliance facilitates in...
Eric Wohlstadter, Stoney Jackson, Premkumar T. Dev...
The fast growth in airline passenger traffic combined with the slow growth in airport capacity worldwide is putting a severe strain on the capability of airlines to adapt their pr...
Jane L. Snowdon, Soad El-Taji, Mario Montevecchi, ...