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CORR
2010
Springer
133views Education» more  CORR 2010»
15 years 5 months ago
Robust Beamforming for Security in MIMO Wiretap Channels with Imperfect CSI
—In this paper, we investigate methods for reducing the likelihood that a message transmitted between two multiantenna nodes is intercepted by an undetected eavesdropper. In part...
Amitav Mukherjee, A. Lee Swindlehurst
FS
2010
105views more  FS 2010»
15 years 5 months ago
Local time and the pricing of time-dependent barrier options
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...
Aleksandar Mijatovic
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
GI
2010
Springer
15 years 5 months ago
Estimating the Relevance of Search Results in the Culture-Web: A Study of Semantic Distance Measures
Abstract: More and more cultural heritage institutions publish their collections, vocabularies and metadata on the Web. The resulting Web of linked cultural data opens up exciting ...
Laura Hollink, Mark van Assem
IAJIT
2010
87views more  IAJIT 2010»
15 years 5 months ago
A performance comparison of MD5 authenticated routing traffic with EIGRP, RIPv2, and OSPF
: 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...