Abstract Consider discrete time observations (X δ)1≤ ≤n+1 of the process X satisfying dXt = √ VtdBt, with Vt a one-dimensional positive diffusion process independent of the...
We analyze the problem of pricing and hedging contingent claims in the multi-period, discrete time, discrete state case using the concept of a sufficiently attractive expected gai...
A maximal independent set on a graph is an inclusion-maximal set of mutually non-adjacent nodes. This basic symmetry breaking structure is vital for many distributed algorithms, w...
Software maintenance costs dominate software engineering costs, partly because most such engineering is done manually. Program Transformation tools leverage an engineer-provided b...
Abstract—Correcting software defects accounts for a significant amount of resources such as time, money and personnel. To be able to focus testing efforts where needed the most,...