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Tools and Algorithms for the Construction and Analysis of Systems
Applications of Craig Interpolants in Model Checking
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Author(s):
K. L. McMillan
Publication date
(Print):
2005
Publisher:
Springer Berlin Heidelberg
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Counterexample-Guided Abstraction Refinement
Edmund Clarke
,
Orna Grumberg
,
Somesh Jha
…
(2000)
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Symbolic Model Checking without BDDs
Armin Biere
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Alessandro Cimatti
,
Edmund Clarke
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(1999)
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Lazy abstraction
Thomas Henzinger
,
Ranjit Jhala
,
Rupak Majumdar
…
(2002)
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Book Chapter
Publication date (Print):
2005
Pages
: 1-12
DOI:
10.1007/978-3-540-31980-1_1
SO-VID:
57204ee9-3b83-4a3f-a298-a644fc32a589
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Book chapters
pp. 1
Applications of Craig Interpolants in Model Checking
pp. 13
Verifying Programs with Dynamic 1-Selector-Linked Structures in Regular Model Checking
pp. 349
Symbolic Test Selection Based on Approximate Analysis
pp. 45
Using Language Inference to Verify Omega-Regular Properties
pp. 174
A Note on On-the-Fly Verification Algorithms
pp. 253
Algorithmic Verification of Recursive Probabilistic State Machines
pp. 271
Monte Carlo Model Checking
pp. 365
Symstra: A Framework for Generating Object-Oriented Unit Tests Using Symbolic Execution
pp. 461
Mining Temporal Specifications for Error Detection
pp. 477
A New Algorithm for Strategy Synthesis in LTL Games
pp. 541
jMoped: A Java Bytecode Checker Based on Moped
pp. 546
Java-MOP: A Monitoring Oriented Programming Environment for Java
pp. 570
SATABS: SAT-Based Predicate Abstraction for ANSI-C
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Alternative factor specifications, security characteristics, and the cross-section of expected stock returns1We are especially grateful to Eugene Fama (a referee), an anonymous referee and Bill Schwert (the editor) for insightful and constructive suggestions. We also thank Wayne Ferson, Ken French, Will Goetzmann, Craig Holden, Ravi Jagannathan, Bob Jennings, Bruce Lehmann, Josef Lakonishok, Richard Roll, participants at the 1997 Meetings of the Western Finance Association, the 1997 UCLA/USC/UC Irvine conference, the November 1997 Asset Pricing Meeting of the National Bureau of Economic Research, the Atlanta Forum, and seminars at Columbia, Indiana, Florida, New York, Tulane, and Yale Universities; Eugene Fama and Ken French for providing part of the data used in this study; and Christoph Schenzler for excellent programming assistance. The second author acknowledges support from the Dean's Fund for Research and the Financial Markets Research Center at Vanderbilt University. We are responsible for remaining errors. This paper was formerly titled `A Re-Examination of Security Return Anomalies'.1
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