Concept

Bond duration

Related publications (23)

Pore fluid in experimental calcite-bearing faults: Abrupt weakening and geochemical signature of co-seismic processes

While it is widely recognized that fluids influence fault strength and earthquake nucleation, propagation and arrest, their effects on co-seismic sliding friction are only conjectured. To shed light on these effects, 55 high velocity (>1ms-1) friction e ...

2013

Fluctuating zonal flows in the I-mode regime in Alcator C-Mod

Christian Gabriel Theiler

Velocity fields and density fluctuations of edge turbulence are studied in I-mode [F. Ryter et al., Plasma Phys. Controlled Fusion 40, 725 (1998)] plasmas of the Alcator C-Mod [I. H. Hutchinson et al., Phys. Plasmas 1, 1511 (1994)] tokamak, which are chara ...

American Institute of Physics2013

Development of the high-order decoupled direct method in three dimensions for particulate matter: Enabling advanced sensitivity analysis in air quality models

Athanasios Nenes

The high-order decoupled direct method in three dimensions for particulate matter (HDDM-3D/PM) has been implemented in the Community Multiscale Air Quality (CMAQ) model to enable advanced sensitivity analysis. The major effort of this work is to develop hi ...

2012

Nonlinear storage-discharge relations and catchment streamflow regimes

Andrea Rinaldo, Gianluca Botter

Nonlinear storage-discharge relations may explain important hydrologic features frequently observed under a variety of environmental conditions. In this paper the catchment dynamic storage problem is addressed by incorporating nonlinear storage-discharge r ...

American Geophysical Union2009

A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives

Anders Trolle

We develop a tractable and flexible stochastic volatility multifactor model of the term structure of interest rates. It features unspanned stochastic volatility factors, correlation between innovations to forward rates and their volatilities, quasi-analyti ...

Oxford University Press2009

A limits of acceptability approach to model evaluation and uncertainty estimation in flood frequency estimation by continuous simulation: Skalka catchment, Czech Republic

In this study continuous simulation flood frequency predictions on the Skalka catchment in the Czech Republic (672 km 2, range of altitudes from 460 to 1041 m above sea level), are compared against summary information of rainfall characteristics, the flow ...

American Geophysical Union2009

Unspanned stochastic volatility and fixed income derivatives pricing

Pierre Collin Dufresne

We propose a parsimonious 'unspanned stochastic volatility' model of the term structure and study its implications for fixed-income option prices. The drift and quadratic variation of the short rate are affine in three state variables (the short rate, its ...

Elsevier2005

A General Formula for Valuing Defaultable Securities

Pierre Collin Dufresne

Previous research has shown that under a suitable no-jump condition, the price of a defaultable security is equal to its risk-neutral expected discounted cash flows if a modified discount rate is introduced to account for the possibility of default. Below, ...

2004

Low cost duration modelling for noise robust speech recognition

Hervé Bourlard

State transition matrices as used in standard HMM decoders have two widely perceived limitations. One is that the implicit Geometric state duration distributions which they model do not accurately reflect true duration distributions. The other is that they ...

2002

Low cost duration modelling for noise robust speech recognition

Hervé Bourlard

IDIAP2002

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