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CORR
2004
Springer
116views Education» more  CORR 2004»
15 years 6 months ago
Static versus Dynamic Arbitrage Bounds on Multivariate Option Prices
We compare static arbitrage price bounds on basket calls, i.e. bounds that only involve buy-and-hold trading strategies, with the price range obtained within a multivariate genera...
Alexandre d'Aspremont
ENTCS
2002
115views more  ENTCS 2002»
15 years 6 months ago
Component-Based Applications: A Dynamic Reconfiguration Approach with Fault Tolerance Support
This paper presents a mechanism for dynamic reconfiguration of component-based applications and its fault tolerance strategy. The mechanism, named generic connector, allows compos...
Thaís Vasconcelos Batista, Milano Gadelha C...
STTT
2002
86views more  STTT 2002»
15 years 6 months ago
What makes good research in software engineering?
Physics, biology, and medicine have well-refined public explanations of their research processes. Even in simplified form, these provide guidance about what counts as "good re...
Mary Shaw
CORR
2010
Springer
130views Education» more  CORR 2010»
15 years 4 months ago
Interactive Learning Based Realizability and 1-Backtracking Games
Abstract. We prove that interactive learning based classical realizability (introduced by Aschieri and Berardi for first order arithmetic [1]) is sound with respect to Coquand game...
Federico Aschieri
MAGS
2010
92views more  MAGS 2010»
15 years 1 months ago
Sequential auctions for common value objects with budget constrained bidders
This paper analyzes sequential auctions for budget constrained bidders, for multiple heterogeneous common value objects. In most auctions, bidders not only have valuations for obj...
S. Shaheen Fatima, Michael Wooldridge, Nicholas R....