Algebraic Approach to Operational Semantics and Observation-Oriented Semantics for a Timed Shared-Variable Language with Probability

Author(s):  
Huibiao Zhu ◽  
Jifeng He ◽  
Jonathan P. Bowen
2012 ◽  
Vol 81 (1) ◽  
pp. 2-25 ◽  
Author(s):  
Huibiao Zhu ◽  
Fan Yang ◽  
Jifeng He ◽  
Jonathan P. Bowen ◽  
Jeff W. Sanders ◽  
...  

2019 ◽  
Vol 38 (4) ◽  
pp. 817-850 ◽  
Author(s):  
Luisa D'Amore ◽  
Valeria Mele ◽  
Diego Romano ◽  
Giuliano Laccetti

2013 ◽  
Vol 2013 ◽  
pp. 1-9 ◽  
Author(s):  
C. F. Lo

The Lie-algebraic approach has been applied to solve the bond pricing problem in single-factor interest rate models. Four of the popular single-factor models, namely, the Vasicek model, Cox-Ingersoll-Ross model, double square-root model, and Ahn-Gao model, are investigated. By exploiting the dynamical symmetry of their bond pricing equations, analytical closed-form pricing formulae can be derived in a straightfoward manner. Time-varying model parameters could also be incorporated into the derivation of the bond price formulae, and this has the added advantage of allowing yield curves to be fitted. Furthermore, the Lie-algebraic approach can be easily extended to formulate new analytically tractable single-factor interest rate models.


Author(s):  
Tobias Käfer ◽  
Benjamin Jochum ◽  
Nico Aßfalg ◽  
Leonard Nürnberg

AbstractFor Read-Write Linked Data, an environment of reasoning and RESTful interaction, we investigate the use of the Guard-Stage-Milestone approach for specifying and executing user agents. We present an ontology to specify user agents. Moreover, we give operational semantics to the ontology in a rule language that allows for executing user agents on Read-Write Linked Data. We evaluate our approach formally and regarding performance. Our work shows that despite different assumptions of this environment in contrast to the traditional environment of workflow management systems, the Guard-Stage-Milestone approach can be transferred and successfully applied on the web of Read-Write Linked Data.


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