A credit derivative is a path dependent contingent claim on the aggregate loss in a portfolio of credit sensitive securities. We estimate the value of a credit derivative by Monte...
This paper presents an exact approach of calculating float for each activity in linear schedules. It is based on singularity functions, which have been used previously to determin...
The importance of networks of coupled oscillators is widely recognized. Such networks occur in biological systems like the heart, in chemical systems, in computational problems, a...
We answer a problem posed in [GKM08] regarding a restricted model of small-space computation, tailored for solving the GEN problem. They define two variants of “incremental bra...
Markov jump processes and continuous time Bayesian networks are important classes of continuous time dynamical systems. In this paper, we tackle the problem of inferring unobserve...