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CA$hMAN
www.statslab.cam.ac.uk/~frank/cashman.html24 Jul 2006: Tariffing in the new IP/ATM environment. -
A note on invariant measures for HJMmodels1 Michael Tehranchi ...
www.statslab.cam.ac.uk/~mike/papers/HJMinvariant.pdf15 Feb 2006: 1760, Springer-Verlag, 2001. [9] Heath, D., R. Jarrow, and A. Morton: Bond pricing and the term structureof the interest rates: a new methodology, Econometrica 61(1) 77-105 (1992). -
AccFinalPaper.dvi
www.statslab.cam.ac.uk/~rjs57/AccFinalPaper.pdf3 Feb 2006: a new individual at its time of death, we propose to estimate T by. ... Introduction to Linear Regression Analysis. Wiley, New York. Murray K and Murray T. -
title style is obviously the style for all the main titles on the page
www.statslab.cam.ac.uk/~frank/PAPERS/FST.pdf1 Aug 2006: The challenge of realising new data applications is not unique to the public sector. ... better security technologies, access controls, search algorithms) and raise new concerns about data use (e.g. -
PG5.dvi
www.statslab.cam.ac.uk/~rrw1/research/PG-Courcoubetis-Weber.pdf28 Jun 2006: θ θ̄. θ θ̄]. (30). This has a unique solution if θ has a distribution that is ‘new better than used in expectation’(NBUE), i.e., the right hand side of ... An interesting issue is how stability is affected by agents departing and new agents -
Data Mashing
www.statslab.cam.ac.uk/~frank/TALKS/data_mashing_RS.pdf27 Jul 2006: New bus service. Web mashing - (busmonster). Example: Bus Monster begins with Google Maps, overlays bus stops by scraping the King County Metro Trip Planner, adds real-time estimates of bus arrival ... This appears to be enormously difficult.". -
doi:10.1016/j.spa.2004.05.007
www.statslab.cam.ac.uk/~mike/papers/explicit_solutions.pdf15 Feb 2006: Proof. De:ne new processes V and Ṽ by. Vt = Wt t0s ds and Ṽ t = W̃t. -
• Ingenia 29
www.statslab.cam.ac.uk/~frank/PAPERS/ingenia.pdf29 Dec 2006: Payment mechanisms couldpiggy-back on existing services,for example, pay-as-you-driveinsurance, satellite navigation orbreakdown services, or couldoffer new opportunities formarket entry. ... Further referenceThe Academy has produced a statement entitled -
The Annals of Applied Probability2004, Vol. 14, No. 3, ...
www.statslab.cam.ac.uk/~mike/papers/HJMhedge.pdf15 Feb 2006: P̂t (θ) = P̃t (t θ).For the finite-factor HJM model, this new process is a weak solution of thefollowing stochastic partial differential equation:. ... Moreover, the Malliavin derivative of the terminal underlying priceshould be related to this new -
pcm_proof
www.statslab.cam.ac.uk/~frank/PAPERS/PRINCETON/pcm0052.pdf1 May 2006: Now sup-pose that a new link is added, between nodes W andE, as shown in Figure 3(b). ... 1956.Studies in the Economics of Transportation. CowlesCommission Monograph. New Haven, CT: Yale Univer-sity Press. -
climate
www.statslab.cam.ac.uk/~frank/climate/climate_Sept2006.ppt4 Sep 2006: of new cars 1970-2002. of new cars 1970-2002. of new cars 1970-2002. ... Services. Miles per gallon. miles per gallon. Average fuel efficiency of new cars 1970-2002.
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