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MANSCI
2008
69views more  MANSCI 2008»
15 years 6 months ago
Modeling the Dynamics of Credit Spreads with Stochastic Volatility
This paper investigates a two-factor affine model for the credit spreads on corporate bonds. The
Kris Jacobs, Xiaofei Li
SIAMAM
2010
97views more  SIAMAM 2010»
15 years 5 months ago
A 2-Phase Traffic Model Based on a Speed Bound
We extend the classical LWR traffic model allowing different maximal speeds to different vehicles. Then, we add a uniform bound on the traffic speed. The result, presented in thi...
Rinaldo M. Colombo, Francesca Marcellini, Michel R...
JLP
2010
73views more  JLP 2010»
15 years 1 months ago
Composing model programs for analysis
Model programs are high-level behavioral specifications used for software testing and design analysis. Composition of model programs is a versatile technique that, at one end of t...
Margus Veanes, Jonathan Jacky
QEST
2008
IEEE
16 years 1 months ago
The Performability Tool P'ility
The performability distribution is the distribution of accumulated reward in a Markov reward model (MRM) with
Lucia Cloth, Boudewijn R. Haverkort
APSEC
2002
IEEE
15 years 11 months ago
Symbolic Simulation of Hybrid Systems
Continuous action systems (CAS) is a formalism intended for modeling hybrid systems (systems that combine discrete control with continuous behavior), and proving properties about ...
Ralph-Johan Back, Cristina Cerschi Seceleanu, Jan ...
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