NSPW '97 Proceedings of the 1997 workshop on New security paradigms
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IEEE Transactions on Computers
Authentication metric analysis and design
ACM Transactions on Information and System Security (TISSEC)
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Proceedings of the 7th ACM conference on Computer and communications security
Information Hiding Techniques for Steganography and Digital Watermarking
Information Hiding Techniques for Steganography and Digital Watermarking
Modelling a Public-Key Infrastructure
ESORICS '96 Proceedings of the 4th European Symposium on Research in Computer Security: Computer Security
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PKC '00 Proceedings of the Third International Workshop on Practice and Theory in Public Key Cryptography: Public Key Cryptography
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PKC '00 Proceedings of the Third International Workshop on Practice and Theory in Public Key Cryptography: Public Key Cryptography
IEEE Network: The Magazine of Global Internetworking
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IEEE Network: The Magazine of Global Internetworking
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IEEE Network: The Magazine of Global Internetworking
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IEEE Network: The Magazine of Global Internetworking
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Digital objects in network commerce cause new credit risks (e.g., by an unpredictable certificate revocation). Financial theories can be used to estimate these risks but theories firstly need models. This paper models the objects as security token (setok). Each setok has its price, values, timestamp, and contents. Not only the price but also the values can be uncertain and cause risks. In order to hedge such risks, an option written on the value is introduced and priced. The pricing can be used to estimate parameters which describe the uncertainty. Discussions include how systematic the revocation risk is.