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This study deals with the pricing and hedging of inflation-indexed bonds. Under foreign exchange analogy we model the nominal short rate, real short rate and logarithm of the price index with an afflne Gaussian process. Using the underlying affine property ...
Asset pricing theory hypothesizes that investors are only interested in portfolios; individual securities are evaluated only in terms of their contribution to portfolio risk and return. Yet, standard financial market design is that of parallel, unconnected ...
Over the last two decades, we have witnessed an increasing application of mathematical models and numerical simulations for the study of the cardiovascular system. Indeed, both tools provide an important contribution to the analysis of the functioning of t ...
We design and deploy a trading strategy that mirrors the Exchange Traded Fund (ETF) arbitrage technique for sector trading. Artificial Neural Networks (ANNs) are used to capture pricing relationships within a sector using intra-day trade data. The fair pric ...
The increasing number of mobile applications fuels the demand for affordable and ubiquitous wireless access. The traditional wireless network technologies such as EV-DO or WiMAX provide this service but require a huge upfront investment in infrastructure a ...
Wireless social community operators rely on subscribers who constitute a community of users. The pricing strategy of the provided wireless access is an open problem for this new generation of wireless access providers. In this paper, using both analytical ...
