The European call option prices have well-known formulae in the Cox-RossRubinstein model [2], depending on the volatility of the underlying asset. Nevertheless it is hard to give ...
Independence models induced by some uncertainty measures (e.g. conditional probability, possibility) do not obey the usual graphoid properties, since they do not satisfy the symme...
This paper argues in favor of the thesis that two different concepts of conditional interval probability are needed, in order to serve the huge variety of tasks conditional probab...
This paper proposes an original model of the execution time of assembly instructions in superscalar architectures. The approach is based on a rigorous mathematical model and provi...
William Fornaciari, Vito Trianni, Carlo Brandolese...
Abstract. Recent investigations have shown that the automated verification of continuous-time Markov chains (CTMCs) against CSL (Continuous Stochastic Logic) can be performed in a...