We consider model-free pricing of digital options, which pay out if the underlying asset has crossed both upper and lower barriers. We make only weak assumptions about the underly...
We introduce a matching model in which agents engage in joint ventures via multilateral contracts. This approach allows us to consider production complementarities previously outs...
We describe asasp, a symbolic reachability procedure for the analysis of administrative access control policies. The tool represents access policies and their administrative action...
Francesco Alberti, Alessandro Armando, Silvio Rani...
Bayesian learning, widely used in many applied data-modeling problems, is often accomplished with approximation schemes because it requires intractable computation of the posterio...
Comparing systems using measurement, simulation, and queueing models. Common mistakes and how to avoid them, selection of techniques and metrics, art of data presentation, summariz...