This is a preview. Log in through your library . Abstract This paper tests for the presence of output mean and variance nonlinearities in international industrial production and UK and US sectoral ...
Conditional expectations have long been the bane of XVA desks. They are an integral part of virtually every derivatives product, from vanilla swaps to exotics such as Bermudan swaptions. But the ...
This is a preview. Log in through your library . Abstract Formulas are given for the expectation and variance of the number of components for two definitions of random graphs. The results extend those ...
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