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» Some Notes on Models and Modelling
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CORR
2007
Springer
117views Education» more  CORR 2007»
13 years 8 months ago
A Note on Pricing Options on Defaultable Stocks
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...
Erhan Bayraktar
CORR
2008
Springer
107views Education» more  CORR 2008»
13 years 8 months ago
The Degree Distribution of Random k-Trees
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...
Yong Gao
AIA
2006
13 years 10 months ago
Some Experiments Around a Neural Network for Multimodal Associations
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...
Yann Boniface, Reghis Abdelmalek
IADIS
2004
13 years 9 months ago
A note on the distribution of packet arrivals in high-speed data networks
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...
WSC
2004
13 years 9 months ago
Some Recent Advances in the Process World View
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...
Robert G. Sargent