In this note, we show that simple models that explicitly accounts for the market participants’ fear that the stock prices will plunge, is capable of explaining the implied volat...
A power law degree distribution is established for a graph evolution model based on the graph class of k-trees. This k-tree-based graph process can be viewed as an idealized model...
This paper presents a study of the model of triple BAM by [11] which is an improved variation of the original BAM model by [7]. This class of model aims at integrating different s...
A simple explanation is given of an anomaly often detected in traffic measurement when packet timings are truncated to nearest whole numbers. The correct observed discrete distrib...
Vic Grout, Stuart Cunningham, Denise Oram, Rich He...
We discuss a modification of the process world view, a graphical modeling representation language for the modified process world view called Control Flow Graphs (CFGs), an extensi...