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NAR
2002
109views more  NAR 2002»
13 years 7 months ago
The Molecular Biology Database Collection: 2002 update
The Molecular Biology Database Collection is an online resource listing key databases of value to the biological community. This Collection is intended to bring fellow scientists&...
Andreas D. Baxevanis
FS
2010
95views more  FS 2010»
13 years 5 months ago
Pricing credit derivatives under incomplete information: a nonlinear-filtering approach
This paper considers a general reduced form pricing model for credit derivatives where default intensities are driven by some factor process X. The process X is not directly observ...
Rüdiger Frey, Wolfgang Runggaldier
VLDB
2004
ACM
125views Database» more  VLDB 2004»
14 years 21 days ago
From XML View Updates to Relational View Updates: old solutions to a new problem
This paper addresses the question of updating relational databases through XML views. Using query trees to capture the notions of selection, projection, nesting, grouping, and het...
Vanessa P. Braganholo, Susan B. Davidson, Carlos A...
SAC
2002
ACM
13 years 7 months ago
Option pricing under model and parameter uncertainty using predictive densities
The theoretical price of a financial option is given by the expectation of its discounted expiry time payoff. The computation of this expectation depends on the density of the val...
F. Oliver Bunnin, Yike Guo, Yuhe Ren
CDC
2010
IEEE
104views Control Systems» more  CDC 2010»
13 years 2 months ago
Single timescale regularized stochastic approximation schemes for monotone Nash games under uncertainty
Abstract-- In this paper, we consider the distributed computation of equilibria arising in monotone stochastic Nash games over continuous strategy sets. Such games arise in setting...
Jayash Koshal, Angelia Nedic, Uday V. Shanbhag