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We infer conditional swap rate moments model independently from swaption cubes. Conditional volatility and skewness exhibit systematic variation across swap maturities and option expiries (conditional kurtosis less so), with conditional skewness sometimes ...
Despite the advances achieved in understanding the molecular biology of muscle cells in the past decades, there is still need for effective treatments of muscular degeneration caused by muscular dystrophies and for counteracting the muscle wasting caused b ...
One of the options considered for the ECFA-CERNNuPECC design study for a Large Hadron electron Collider (LHeC) based on the LHC is adding a recirculating energy-recovery linac tangential to the LHC. First designs of the electron Final Focus System have sho ...
Light-emitting devices that utilize thin films of metal nanoclusters as quantum emitters are presented. Implementing Ag as well as Au nanoclusters, the versatility of the approach is demonstrated, and it is shown that the electroluminescence measured from ...
Residential thermostatically controlled loads (TCLs) have potential for participation in electricity markets. This is because we can control a large group of these loads to achieve aggregate system behavior such as providing frequency reserves while ensuri ...
We define quittable consensus, a natural variation of the consensus problem, where processes have the option to agree on "quit" if failures occur, and we relate this problem to the well-known problem of nonblocking atomic commit. We then determine the weak ...
Society for Industrial and Applied Mathematics2012
We study changes in chief executive officer (CEO) contracts when firms transition from public ownership with dispersed owners to private ownership with strong principals in the form of private equity sponsors. The most significant changes are that a signif ...
We study changes in chief executive officer (CEO) contracts when firms transition from public ownership with dispersed owners to private ownership with strong principals in the form of private equity sponsors. The most significant changes are that a signif ...
Reinforced concrete (RC) structures with tri-dimensional asymmetries tend to exhibit torsional effects that are of great concern in the field of earthquake engineering, in particular at large ductility levels where they become more relevant [MAN09]. In nuc ...
The seismic behaviour of reinforced concrete framed structures involves a number of nonlinear material and geometrical phenomena that are impossible to model exhaustively in a single model. Furthermore, past studies showed that the most correct modelling o ...