Abstract A time-dependent double-barrier option is a derivative security that delivers the terminal value φ(ST ) at expiry T if neither of the continuous time-dependent barriers b...
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...
: Routing is the process of forwarding data across an inter-network from a designated source to a final destination. Along the way from source to destination, at least one intermed...
Khalid Abu Al-Saud, Hatim Mohd Tahir, Moutaz Saleh...
Credal nets generalize Bayesian nets by relaxing the requirement of precision of probabilities. Credal nets are considerably more expressive than Bayesian nets, but this makes bel...
Alessandro Antonucci, Yi Sun, Cassio P. de Campos,...
We recall the basic idea of an algebraic approach to learning Bayesian network (BN) structures, namely to represent every BN structure by a certain (uniquely determined) vector, c...