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Markov-Functional Interest Rate Models [PDF]
The authors propose models that can fit the observed prices of liquid instruments in a similar fashion to the market models, but which also have the advantage that prices can be calculated just as efficiently as in the short-rate models of the traditional approach.
Joanne Kennedy +2 more
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The Demand Rate of Facilitation Functions
Proceedings of the 38th Annual Hawaii International Conference on System Sciences, 2005Facilitation is a key success factor for effective GSS applications. Developing technological support for the facilitator is a very promising direction in creating more successful (distributed) GSS use. The choice for which facilitation function to support with what kind of technologies can be based on different criteria.
Mariëlle den Hengst, Mark Adkins
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Estimating the fault rate function
IBM Systems Journal, 1992Paging activity can be a major factor in determining whether a software workload will run on a given computer system. A program's paging behavior is difficult to predict because it depends not only on the workload processed by the program, but also on the level of storage contention of the processor.
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Logistic growth rate functions
Journal of Theoretical Biology, 1968Assuming an S-shaped population or organism size versus time curve and a growth rate law of the form dPdt = constant XPa (P∞−P)b where P is the population or size at any time, t, and P∞ is the limiting population at infinite time, several methods are available for evaluating the exponential pair (a, b).
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Discrete hazard rate functions
Computers & Operations Research, 1995zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Moshe Shaked +2 more
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The rate of growth of wage rate as a function of unemployment rate
Cybernetics and Systems Analysis, 2011The rate of growth of wage rate is proportional to inflation and is an increasing function of unemployment rate. The unemployment rate growth increases inflation. The retention of a high inflation rate from year to year with a high unemployment rate leads to stagflation caused by a redundant amount of money in annual circulation and to the wage growth ...
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Microvascular Function at Reduced Flow Rates
Journal of Tissue Viability, 1976Microvascular reactions to reduced flow in human skin as observed by vital microscopy are described. The behaviour of the cellular components of blood is analysed. Recirculation with only minor disturbances in the microcirculation was found even after complete occlusion for three hours.
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SSRN Electronic Journal, 2016
Asset price dynamics are taken to be accumulations of surprise jumps in the logarithm of prices. A Markov pure jump model is formulated on making variance gamma parameters deterministic functions of the price level. Estimation is done by matrix exponentiation of the transition rate matrix for a continuous time finite state Markov chain approximation ...
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Asset price dynamics are taken to be accumulations of surprise jumps in the logarithm of prices. A Markov pure jump model is formulated on making variance gamma parameters deterministic functions of the price level. Estimation is done by matrix exponentiation of the transition rate matrix for a continuous time finite state Markov chain approximation ...
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Identification of the Rate Function
1984We want to carry out the program outlined in section 5), now that we know some conditions which guarantee the existence of a rate function. Throughout this section we will be working with one or the other of the following situations.
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