Publications des institutions partenaires
Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
The exponential of a scalar diffusion is considered. Point estimates of the diffusion coefficient can be obtained by considering proportional increments of different powers of the exponential. an investigation of the minimum variance estimator gives unique optimal power.
Institution partenaire
English / 01/01/1993
La responsabilité de l'expert en objets d'art selon le droit suisse
Institution partenaire
Français / 01/01/1992
The Implementation of the Hybrid Cell
Cell, a model for strongly Distributed Object Based systems is discussed. Its components, the nucleus and the membrane, are presented and their characteristics are described. The notions of trading and type transparency in the context of the Cell model are described and issues related to their design and implementation are presented.
Institution partenaire
English / 01/01/1992
Error and fraud in wholesale funds transfers : U.C.C. article 4A and the UNCITRAL harmonization process
Institution partenaire
English / 01/01/1991
Six Spaces for Global Information Systems Design
We introduce a model for information systems specification which covers the spaces of data, semantic contexts, events, objects life-cycle, integrity constraints, and operating periods. For each one of these space we define a structure and its interpretation that allow to specify this particular aspect of the system. In this approach data and event structures are independent. It is…
Institution partenaire
English / 01/01/1991
L'action de groupe en procédure civile suisse
Institution partenaire
Français / 01/01/1990
Integrating Concurrency and Object-Oriented Programming: An Evaluation of Hybrid
In this paper we address the effective use of the object-oriented programming approach for concurrent programming from a language design viewpoint. We present a set of requirements for the design of concurrent object-oriented languages. We then use a particular language, Hybrid, as a concrete example and examine to what extent its features meet these requirements. We identify the…
Institution partenaire
English / 01/01/1990
L'action révocatoire dans les groupes de sociétés
Institution partenaire
Français / 01/01/1990
La lettre de garantie pour connaissement (letter of indemnity) dans les opérations de crédit documentaire
Institution partenaire
Français / 01/01/1986
ECRINS/86: An Extended Entity-Relationship Data Base Management System and its Semantic Query Language
We propose a DBMS the data model of which is an extension of the Entity-Relationship model of Chen. The main extensions include the specialization and generalization concepts of Smith & Smith and the possibility to define relationships between relationships. In addition we extend the concept of a role in a relationship, to a multi-valued role which enables to associate a set of…
Institution partenaire
English / 01/01/1986
Propriété et gage sur la marchandise et son titre représentatif dans le crédit documentaire
Institution partenaire
Français / 01/01/1985
[Review of:] Le Centenaire du Code des obligations
Institution partenaire
Français / 01/01/1984
Réfugiés en Suisse : au-delà du noir et blanc
Institution partenaire
Français / 01/01/1984
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