A lattice-based model is used to value derivatives by employing abinomial treeto compute the various paths the price of an underlying asset, such as a stock, might take over the derivative's life. A binomial tree plots out the possible values graphically that option prices can have over diff...
The model is based on the forward shooting grid method where the volatility process, as the primary state variable, is discretized by means of a recombining binomial tree. Then, the interest rate, as the auxiliary state variable, is discretized by attaching a subset of representative realizations...
We propose CaLi, a lattice-based model to classify licenses. CaLi classifications are able to answer questions like, " what are the licenses with which li is compliant? " and " what are the licenses with which li is compatible? ". We show the usability of a CaLi classification through a...
M. Costabile, "A lattice-based model to evaluate variable annu- ities with guaranteed minimum withdrawal benefits under a regime-switching model," Scandinavian Actuarial Journal, 2015.Costabile, M. (2017). A lattice-based model to evaluate variable annuities with guaranteed minimum withdrawal benefits...
Access Control Models Sandro Etalle slides by Daniel Trivellato Outline • DAC and the access matrix • Mandatory access control and the lattice • Multi-level security: the Bell-LaPadula (BLP) model • Applications of BLP Outline Review: DAC and the access matrix Information flow policies ...
Unsupervised acoustic model training has been successfully used to improve the performance of automatic speech recognition systems when only a small amount of manually transcribed data is available for the target domain. The most common approach is use automatic transcriptions to guide acoustic model esti...
A balanced perspective on lattice-based access control models is provided. Information flow policies, the military lattice, access control models, the Bell-LaPadula model, the Biba model and duality, and the Chinese Wall lattice are reviewed. The limitations of the models are identified.< 展开 ...
The result-ing event model can be used both as an offline analysis tool as well as a run-time implementation model due to its distributed nature. A real-life smart home example is used to illustrate the proposed event model. To this end, a CPS event simulator is implemented to evaluate ...
CTD provides automatic test plan generation, but it requires a manual definition of the test space in the form of a combinatorial model. As the system under test evolves, e.g., due to iterative development processes and bug fixing, so does the test space, and thus, in the context of ...
For example, a GPGPU approach has been shown to substantially improve the performance of the subcellular element model [25], a class of off-lattice model that includes a fine-grained description of cell mechanics [26]. By moving computationally costly tasks, such as neighbour identification, to ...