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The Bounded Shortest Multicast Algorithm (BSMA) is a very well-known one of delay-constrained minimum-cost multicast routing algorithms. Although the algorithm shows excellent performance in terms of generated tree cost, it suffers from high time complexity. For this reason, there is much literature relating to the BSMA. In this paper, the BSMA is analyzed. The algorithms and shortcomings are corrected, and an improved scheme is proposed without changing the main idea of the BSMA. [ABSTRACT FROM AUTHOR]

In this paper, we study the problem of constructing minimum cost group multicast trees with bandwidth reservations. Our algorithm uses multiple candidate paths to select a path from source to each destination member in each multicast tree construction. We show that our proposed algorithm performs better in terms of total tree cost for real life networks over well-known algorithm GKMB. The enhancement is up to about 10% ~ 25% in terms of normalized surcharge for the GKMB tree cost. [ABSTRACT FROM AUTHOR]

Since policy-based network technologies emerged themselves, a number of policy-based applications have been tried in the field of communications, which are just independent applications in accordance with policy-based management by each area. Particularly, lots of them were concerned with security and QoS areas. A single policy claims the control of network resources according to relations between network state and its application demand. We attempted to model and evaluate the effect of policy-based applications which were independently applicable to each area on network resources. For the purpose, we defined the complexity, dynamic property and globalization of policy as a matrix affecting its applications, including parameters with influences upon each matrix. Our evaluation results suggest that, in designing a policy-based network, there must be construction factors carefully considered according to their application attributes. [ABSTRACT FROM AUTHOR]

Mobile IP is a solution to support mobile nodes but it does not handle NEtwork MObility (NEMO). The NEMO Basic Support [2] ensures session continuity for all the nodes in the mobile network. Since the protocol is based on Mobile IP, it inherits the same fundamental problem such as tunnel convergence, when supporting the multicast for NEMO. In this paper, we propose the multicast route optimization scheme in NEMO environments. Assume that the Mobile Router (MR) has a multicast function and the Nested Mobile Router Information (NeMRI). The NeMRI is used to record a list of the CoAs of all the MRs located below it. And it covers whether MRs desire multicast services. Any Route Optimization scheme can be employed here for pinball routing. Therefore, we achieve optimal routes for multicasting based on the given architecture. We also propose cost analytic models to evaluate the performance of our scheme. We observe significantly better multicast cost in NEMO compared with other techniques such as Bi-directional Tunneling, Remote Subscription, and Mobile Multicast based on the protocol [2]. [ABSTRACT FROM AUTHOR]

We derive a form of the HJM model based on jump. Heath, Jarrow, and Morton(HJM) model is widely accepted as the most general methodology for term structure of interest rate models. We represent the HJM model with jump and give the analytic proof for the HJM model with jump. We perform the Monte Carlo simulation with several scenarios to achieve highly precise estimates with the brute force method in terms of mean standard error which is one measure of the sharpness of the point estimates. We have shown that bond prices in HJM jump-diffusion version models of the extended Vasicek and CIR models obtained by Monte Carlo simulation correspond with the closed form values. [ABSTRACT FROM AUTHOR]

We derive a general form of the term structure of interest rates with jump. One-state models of Vasicek, CIR(Cox, Ingersol, and Ross), and the extended model of the Hull and White are introduced and the jump-diffusion models of the Ahn & Thompson and the Baz & Das as developed models are also investigated by using the Monte Carlo simulation which is one of the best methods in financial engineering to evaluate financial derivatives. We perform the Monte Carlo simulation with several scenarios even though it takes a long time to achieve highly precise estimates with the brute force method in terms of mean standard error which is one measure of the sharpness of the point estimates. [ABSTRACT FROM AUTHOR]

This paper investigates the routing efficiency problem with quality of service (QoS). A solution to this problem is needed to provide real-time communication service to connection-oriented applications, such as video and voice transmissions. We propose a new weight parameter by efficiently combining two independent measures, the cost and the delay. The weight ω plays on important role in combining the two measures. If the ω approaches 0, then the path delay is low. Otherwise the path cost is low. Therefore if we decide an ω, we then find the efficient routing path. A case study shows various routing paths for each ω. We also use simulations to show the variety of paths for each ω. When network users have various QoS requirements, the proposed weight parameter is very informative. [ABSTRACT FROM AUTHOR]