Bruno, syn Franciszka

Bruno Zeller

Bruno Caruso - n. 39

Bruno Tucunduva Ruviaro

CP-Bruno Dupire.qxd

prices as a function of volatility. If an option price is given by the market we can invert this relationship to get the implied volatility. If the model were perfect, this implied value would be the same for all option market prices, but reality shows this is not the case. Implied Black–Scholes volatilities strongly depend on the maturity and the strike of the European option under scrutiny. I...

SYN-dog: Sniffing SYN Flooding Sources

This paper presents a simple and robust mechanism called SYN-dog to sniff SYN flooding sources. We install SYN-dog as a software agent at leaf routers that connect stub networks to the Internet. The statelessness and low computation overhead of SYN-dog make itself immune to any flooding attacks. The core mechanism of SYN-dog is based on the protocol behavior of TCP SYN—SYN/ACK pairs, and is an ...