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IOR
2006
192views more  IOR 2006»
13 years 8 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya
RAID
2009
Springer
14 years 3 months ago
VirusMeter: Preventing Your Cellphone from Spies
Due to the rapid advancement of mobile communication technology, mobile devices nowadays can support a variety of data services that are not traditionally available. With the growi...
Lei Liu, Guanhua Yan, Xinwen Zhang, Songqing Chen
HICSS
2003
IEEE
100views Biometrics» more  HICSS 2003»
14 years 2 months ago
Increase of Potential Intellectual Bandwidth in a Scientific Community through Implementation of an End-User Information System
Qureshi, et al. (2002) [1] presented a case study where they used a framework, the Intellectual Bandwidth Model to measure an organization’s ability to create value. The model c...
Christian Bach, Salvatore Belardo, Jing Zhang
VLDB
2007
ACM
187views Database» more  VLDB 2007»
14 years 9 months ago
Secure Data Outsourcing
The networked and increasingly ubiquitous nature of today's data management services mandates assurances to detect and deter malicious or faulty behavior. This is particularly...
Radu Sion
SIGMOD
2004
ACM
164views Database» more  SIGMOD 2004»
14 years 9 months ago
Dynamic Plan Migration for Continuous Queries Over Data Streams
Dynamic plan migration is concerned with the on-the-fly transition from one continuous query plan to a semantically equivalent yet more efficient plan. Migration is important for ...
Yali Zhu, Elke A. Rundensteiner, George T. Heinema...