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» On the Theory of Matchgate Computations
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Lecture Notes
746views
17 years 5 months ago
Martingales, Diffusions and Financial Mathematics
The notes cover several topics such as Measure Theory, Discrete Time Martingales, Discrete Time Option Pricing, Continuous Time, Martingales, Stochastic Integrals, Stochastic Calcu...
A.W. van der Vaart

Lecture Notes
564views
17 years 5 months ago
Empirical Finance
These notes cover several topics such as Predicting Asset Returns, Linear Factor Model, Linear Factor Models in SDF Form, Consumption-Based Asset Pricing, Riskneutral Distributions...
Paul Söderlind

Lecture Notes
516views
17 years 5 months ago
Financial Economics
These notes cover several topics such as The classic capital asset pricing model, The CAPM in general equilibrium, Infinite horizon economies, Continuous time models, Asset pricing...
Antonio Mele
CADE
2009
Springer
16 years 1 months ago
Interpolant Generation for UTVPI
Abstract. The problem of computing Craig interpolants in SMT has recently received a lot of interest, mainly for its applications in formal verification. Efficient algorithms for ...
Alessandro Cimatti, Alberto Griggio, Roberto Sebas...
ERSHOV
2009
Springer
16 years 1 months ago
Privacy Preserving Modules for Ontologies
Abstract. Data privacy is an important application of ontology modularization. The aim is to publish one module while keeping the information of another module private. We show how...
Thomas Studer