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Les Dérivés de Crédit: Étude Des Répercussions de la Prime de Risque de la Va...
Using a new dataset of bid and offer quotes for credit default swaps, we investigate the relationship between theoretical determinants of default risk and actual... -
A structural model for WCET estimation of Simple Out-of-Order Superscalar Pro...
In the field of hard real time systems, there are two existing techniques to determine the worst-case execution time (WCET). The first techniques are based on...
