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Income Distribution Within Groups, Among Groups, and Overall: A Technique of Analysis
Income Distribution Within Groups Among Groups Overall: A Technique of Analysis
2014/3/24
Income Distribution Within Groups, Among Groups, and Overall: A Technique of Analysis。
Yield to maturity modelling and a Monte Carlo Technique for pricing Derivatives on Constant Maturity Treasury (CMT) and Derivatives on forward Bonds
interest rate bonds recovery rate survival probability hazard rate function yield to maturity CMS CMT
2012/4/28
This paper proposes a Monte Carlo technique for pricing the forward yield to maturity, when the volatility of the zero-coupon bond is known. We make the assumption of deterministic default intensity (...
Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method
BSDE FBSDE Asymptotic Expansion Malliavin Derivative interacting particle method branching diffusion
2012/4/28
In this paper, we propose an efficient Monte Carlo implementation of non-linear FBSDEs as a system of interacting particles inspired by the ideas of branching diffusion method. It will be particularly...
Agroenvironmental management system – a technique for increasing the natural value of agroecosystems
agroenvironmental management agroecosystem biodiversity wind and water erosion best available technique
2014/2/24
Agriculture in the Czech Republic plays an important role in the degradation of individual components of the environment. Reduction of soil fertility, contamination of surface- and groundwater, reduct...
The Use of Box-Cox Transformation Technique in Economic and Statistical Analyses
Box-Cox transformation functional forms model selection
2011/6/1
This paper provides an analytical review of the significant role of the Box-Cox transformation technique in a variety of statistical fields such as estimation, testing, inference and model selection. ...