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FS
2010
95views more  FS 2010»
15 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
IAJIT
2010
133views more  IAJIT 2010»
15 years 5 months ago
Mediation Queries Adaptation After the Removal of a Data Source
: A broad variety of data is available in distinct heterogeneous sources, stored under different formats: database formats (in relational and object-oriented models), document form...
Latifa Baba-hamed
ICASSP
2010
IEEE
15 years 5 months ago
A signal-specific bound for joint tdoa and FDOA estimation and its Use in combining multiple segments
We consider passive joint estimation of the time-difference of arrival (TDOA) and frequency-difference of arrival (FDOA) of an unknown signal at two sensors. The classical approac...
Arie Yeredor
ICRA
2010
IEEE
127views Robotics» more  ICRA 2010»
15 years 5 months ago
Consistent mapping of multistory buildings by introducing global constraints to graph-based SLAM
— In the past, there has been a tremendous advance in the area of simultaneous localization and mapping (SLAM). However, there are relatively few approaches for incorporating pri...
Michael Karg, Kai M. Wurm, Cyrill Stachniss, Klaus...
ICRA
2010
IEEE
170views Robotics» more  ICRA 2010»
15 years 5 months ago
Categorizing object-action relations from semantic scene graphs
— In this work we introduce a novel approach for detecting spatiotemporal object-action relations, leading to both, action recognition and object categorization. Semantic scene g...
Eren Erdal Aksoy, Alexey Abramov, Florentin Wö...