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MANSCI
2008
69views more  MANSCI 2008»
13 years 7 months ago
Modeling the Dynamics of Credit Spreads with Stochastic Volatility
This paper investigates a two-factor affine model for the credit spreads on corporate bonds. The
Kris Jacobs, Xiaofei Li
GLOBECOM
2010
IEEE
13 years 5 months ago
Performance-Oriented Routing in Telecommunication Networks
A lot of attention has been devoted to flow routing in networks by the past. Usually, each commodity to be routed is characterized by a single deterministic traffic value. However,...
Hassan Hijazi, Olivier Klopfenstein
CORR
2010
Springer
174views Education» more  CORR 2010»
13 years 7 months ago
Hybrid Numerical Solution of the Chemical Master Equation
We present a numerical approximation technique for the analysis of continuous-time Markov chains that describe networks of biochemical reactions and play an important role in the ...
Thomas A. Henzinger, Maria Mateescu, Linar Mikeev,...
ESOP
2005
Springer
14 years 1 months ago
A Type System Equivalent to a Model Checker
ite-state abstraction scheme such as predicate abstraction. The type system, which is also parametric, type checks exactly those programs that are accepted by the model checker. It...
Mayur Naik, Jens Palsberg
TAMC
2009
Springer
14 years 2 months ago
Best-Order Streaming Model
We study a new model of computation called stream checking on graph problems where a space-limited verifier has to verify a proof sequentially (i.e., it reads the proof as a strea...
Atish Das Sarma, Richard J. Lipton, Danupon Nanong...