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The Valuation of Options for Alternative Stochastic Processes

by John C. Cox, Stephen A. Ross - Journal of Financial Economics , 1976
"... This paper examines the structure of option valuation problems and develops a new technique for their solution. It also introduces several jump and diffusion processes which have nol been used in previous models. The technique is applied lo these processes to find explicit option valuation formulas, ..."
Abstract - Cited by 661 (4 self) - Add to MetaCart
This paper examines the structure of option valuation problems and develops a new technique for their solution. It also introduces several jump and diffusion processes which have nol been used in previous models. The technique is applied lo these processes to find explicit option valuation formulas

The Theory of Economic Regulation

by George J. Stigler - The Bell Journal of Economics and Management Science , 1971
"... The potential usex of public resources and powers to improve the economic stuius of economic groups (such as industries and occupations) are analyzed to provide a scheme of the demand for regulation. The characteristics of the political process which allow relatively small groups to obtain such regu ..."
Abstract - Cited by 1057 (1 self) - Add to MetaCart
such regulation is then sketched lo provide elemenls of a theory of supply of regulation. A variety of empirical evidence and illustration is also presented. W The state—the machinery and power of the state—is a potential resource or threat to every industry in the society. With its power to prohibit or compel

The irreducibility of the space of curves of given genus

by P. Deligne, D. Mumford - Publ. Math. IHES , 1969
"... Fix an algebraically closed field k. Let Mg be the moduli space of curves of genus g over k. The main result of this note is that Mg is irreducible for every k. Of course, whether or not M s is irreducible depends only on the characteristic of k. When the characteristic s o, we can assume that k ~- ..."
Abstract - Cited by 512 (2 self) - Add to MetaCart
~- (1, and then the result is classical. A simple proof appears in Enriques-Chisini [E, vol. 3, chap. 3], based on analyzing the totality of coverings of p1 of degree n, with a fixed number d of ordinary branch points. This method has been extended to char. p by William Fulton [F], using specializations

Measuring individual differences in implicit cognition: The implicit association test

by Anthony G. Greenwald, Debbie E. McGhee, et al. - J PERSONALITY SOCIAL PSYCHOL 74:1464–1480 , 1998
"... An implicit association test (IAT) measures differential association of 2 target concepts with an attribute. The 2 concepts appear in a 2-choice task (e.g., flower vs. insect names), and the attribute in a 2nd task (e.g., pleasant vs. unpleasant words for an evaluation attribute). When instructions ..."
Abstract - Cited by 937 (63 self) - Add to MetaCart
+ pleasant vs. White + pleasant for self-described unprejudiced White subjects). Consider a thought experiment. You are shown a series of male and female faces, to which you are to respond as rapidly as possible by saying "hel lo " if the face is male and "goodbye" if it is female. For a

Iterative decoding of binary block and convolutional codes

by Joachim Hagenauer, Elke Offer, Lutz Papke - IEEE Trans. Inform. Theory , 1996
"... Abstract- Iterative decoding of two-dimensional systematic convolutional codes has been termed “turbo ” (de)coding. Using log-likelihood algebra, we show that any decoder can he used which accepts soft inputs-including a priori values-and delivers soft outputs that can he split into three terms: the ..."
Abstract - Cited by 600 (43 self) - Add to MetaCart
and convolutional codes for lower rates less than 213. Any combination of block and convolutional component codes is possible. Several interleaving techniques are described. At a bit error rate (BER) of lo- * the performance is slightly above or around the bounds given by the cutoff rate for reasonably simple block

High confidence visual recognition of persons by a test of statistical independence

by John G. Daugman - IEEE Trans. on Pattern Analysis and Machine Intelligence , 1993
"... Abstruct- A method for rapid visual recognition of personal identity is described, based on the failure of a statistical test of independence. The most unique phenotypic feature visible in a person’s face is the detailed texture of each eye’s iris: An estimate of its statistical complexity in a samp ..."
Abstract - Cited by 596 (8 self) - Add to MetaCart
formally to a conditional false accept probability of one in about lo”’. Index Terms- Image analysis, statistical pattern recognition, biometric identification, statistical decision theory, 2-D Gabor filters, wavelets, texture analysis, morphogenesis. I.

The Viterbi algorithm

by G. David Forney - Proceedings of the IEEE , 1973
"... vol. 6, no. 8, pp. 211-220, 1951. [7] J. L. Anderson and J. W..Ryon, “Electromagnetic radiation in accelerated systems, ” Phys. Rev., vol. 181, pp. 1765-1775, 1969. [8] C. V. Heer, “Resonant frequencies of an electromagnetic cavity in an accelerated system of reference, ” Phys. Reu., vol. 134, pp. A ..."
Abstract - Cited by 985 (3 self) - Add to MetaCart
vol. 6, no. 8, pp. 211-220, 1951. [7] J. L. Anderson and J. W..Ryon, “Electromagnetic radiation in accelerated systems, ” Phys. Rev., vol. 181, pp. 1765-1775, 1969. [8] C. V. Heer, “Resonant frequencies of an electromagnetic cavity in an accelerated system of reference, ” Phys. Reu., vol. 134, pp

Concurrent Constraint Programming

by Vijay A. Saraswat, Martin Rinard , 1993
"... This paper presents a new and very rich class of (con-current) programming languages, based on the notion of comput.ing with parhal information, and the con-commitant notions of consistency and entailment. ’ In this framework, computation emerges from the inter-action of concurrently executing agent ..."
Abstract - Cited by 502 (16 self) - Add to MetaCart
be pos-sible. To reflect this view of computation, [Sar89] develops the cc family of languages. We present here one mem-ber of the family, CC(.L,+) (pronounced “cc with Ask and Choose”) which provides the basic operations of blocking Ask and atomic Tell and an algebra of be-haviors closed under prefixing

The process group approach to reliable distributed computing

by Kenneth P. Birman - Communications of the ACM , 1993
"... The difficulty of developing reliable distributed softwme is an impediment to applying distributed computing technology in many settings. Expeti _ with the Isis system suggests that a structured approach based on virtually synchronous _ groups yields systems that are substantially easier to develop, ..."
Abstract - Cited by 573 (19 self) - Add to MetaCart
. The thesis underlying l._lS is that development of reliable distributed software can be simplified using process groups and group programming too/_. This paper motivates the approach taken, surveys the system, and discusses our experience with real applications.

Numerical integration of the Cartesian equations of motion of a system with constraints: molecular dynamics of n-alkanes

by Jean-paul Ryckaert, Giovanni Ciccotti, Herman J. C. Berendsen - J. Comput. Phys , 1977
"... A numerical algorithm integrating the 3N Cartesian equations of motion of a system of N points subject to holonomic constraints is formulated. The relations of constraint remain perfectly fulfilled at each step of the trajectory despite the approximate character of numerical integration. The method ..."
Abstract - Cited by 682 (6 self) - Add to MetaCart
(MD), which has been widely used in the past for studying simple liquids and solids, has more recently been applied to molecular systems with internal degrees of freedom such as N, [l], H,O [2] and even C,H,, [3]. In applying the MD method three problems arise: (a) the choice of a suitable mechanical
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