Related papers: Types of Fireballs (Extended Version)
In any setting in which observable properties have a quantitative flavour, it is natural to compare computational objects by way of \emph{metrics} rather than equivalences or partial orders. This holds, in particular, for probabilistic…
We give new call-by-value calculi of control operators that are complete for the continuation-passing style semantics. Various anticipated computational properties are induced from the completeness. In the first part of a series of papers,…
It is commonly agreed that the success of future proof assistants will rely on their ability to incorporate computations within deduction in order to mimic the mathematician when replacing the proof of a proposition P by the proof of an…
The Functional Machine Calculus (FMC), recently introduced by the authors, is a generalization of the lambda-calculus which may faithfully encode the effects of higher-order mutable store, I/O and probabilistic/non-deterministic input.…
We consider the untyped lambda calculus with constructors and recursively defined constants. We construct a domain-theoretic model such that any term not denoting bottom is strongly normalising provided all its `stratified approximations'…
We define a modular multi-concept extension of the lexicographic closure semantics for defeasible description logics with typicality. The idea is that of distributing the defeasible properties of concepts into different modules, according…
In this paper, we define a realizability semantics for the simply typed $\lambda\mu$-calculus. We show that if a term is typable, then it inhabits the interpretation of its type. This result serves to give characterizations of the…
Reference prices have long been studied in applied economics and business research. One of the classic formulations of the reference price is in terms of an iterative function of past prices. There are a number of limitations of such a…
Labeled examples (i.e., positive and negative examples) are an attractive medium for communicating complex concepts. They are useful for deriving concept expressions (such as in concept learning, interactive concept specification, and…
The state price density of a basket, even under uncorrelated Black-Scholes dynamics, does not allow for a closed from density. (This may be rephrased as statement on the sum of lognormals and is especially annoying for such are used most…
The formal system lambda-delta is a typed lambda calculus that pursues the unification of terms, types, environments and contexts as the main goal. lambda-delta takes some features from the Automath-related lambda calculi and some from the…
In this paper we introduce a typed, concurrent $\lambda$-calculus with references featuring explicit substitutions for variables and references. Alongside usual safety properties, we recover strong normalization. The proof is based on a…
We develop a behavioral theory for the untyped call-by-value lambda calculus extended with the delimited-control operators shift and reset. For this calculus, we discuss the possible observable behaviors and we define an applicative…
Strictness analysis is critical to efficient implementation of languages with non-strict evaluation, mitigating much of the performance overhead of laziness. However, reasoning about strictness at the source level can be challenging and…
We develop a general method for derivative pricing. This approach has its roots in Shannon's Information Theory. The notion of $\lambda$-analyticity of L\'{e}vy models is introduced on the basis of which new representations of the pricing…
We adapt Fiore, Plotkin, and Turi's treatment of abstract syntax with binding, substitution, and holes to account for languages with second-class sorts. These situations include programming calculi such as the Call-by-Value lambda-calculus…
We define sound and adequate denotational and operational semantics for the stochastic lambda calculus. These two semantic approaches build on previous work that used similar techniques to reason about higher-order probabilistic programs,…
Let $\Lambda$ be the collection of all probability distributions for $(X,\widetilde{X})$, where $X$ is a fixed random vector and $\widetilde{X}$ ranges over all possible knockoff copies of $X$ (in the sense of \cite{CFJL18}). Three topics…
We introduce the notion of {\it approximation type} for the partial, and in certain cases the total description of extensions of a given valuation from a field $K$ to the rational function field $K(x)$. To every extension, a unique…
In the present paper, a decomposition formula for the call price due to Al\`{o}s is transformed into a Taylor type formula containing an infinite series with stochastic terms. The new decomposition may be considered as an alternative to the…