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As China-US trade talks back to ‘normal,’ analysts call for tariff removal（图）
trade talks normal tariff removal
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2021/7/26
China's Ministry of Commerce (MOFCOM) said on Thursday that China and the US have started "normal communication" in the economic and trade fields, and will work together to solve "specific problems" i...
Strong Consistency of Least Squares Estimates in Normal Regression
Strong Consistency Least Squares Estimates Normal Regression
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2015/8/5
Strong Consistency of Least Squares Estimates in Normal Regression.
Adaptive and Sophisticated Learning in Repeated Normal Form Games
Adaptive Sophisticated Learning Repeated Normal
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2015/7/21
Adaptive and Sophisticated Learning in Repeated Normal Form Games.
Topologies on Information and Strategies in Normal‑Form Games with Incomplete Information
Topologies on Information Strategies in Normal Games Incomplete Information
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2015/7/21
Topologies on Information and Strategies in Normal‑Form Games with Incomplete Information.
Nonanalytic behaviour in a log-normal Markov functional model
Markov functional model Nonanalytic behaviour Computational Finance
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2011/7/22
Abstract: In a previous paper it was shown that a Markov-functional model with log-normally distributed rates in the terminal measure displays nonanalytic behaviour as a function of the volatility, wh...
Capital allocation for credit portfolios under normal and stressed market conditions
Capital allocation credit portfolios normal stressed market conditions
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2010/10/21
If the probability of default parameters (PDs) fed as input into a credit portfolio model are estimated as through-the-cycle (TTC) PDs stressed market conditions have little impact on the results of ...
Quantile Mechanics II: Changes of Variables in Monte Carlo methods and a GPU-Optimized Normal Quantile
Monte Carlo Student hyperbolic variance gamma, computational
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2010/10/29
This article presents di erential equations and solution methods for the functions of the form A(z) = F1(G(z)), where F and G are cumu-lative distribution functions. Such functions allow the...
Phase transition in a log-normal Markov functional model
Phase transition log-normal Markov functional model
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2010/10/21
We derive the exact solution of a one-dimensional Markov functional model with log-normally distributed interest rates in discrete time. The model is shown to have two distinct limiting states, corres...
A New Approximation to the Normal Distribution Quantile Function
Normal Distribution Quantile Function
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2010/10/18
We present a new approximation to the normal distribution quantile function. It has a similar form to the approximation of Beasley and Springer [3], providing a maximum absolute error of less than $2...
The alchemy of probability distributions: beyond Gram-Charlier expansions, and a skew-kurtotic-normal distribution from a rank transmutation map
alchemy probability distributions rank transmutation map
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2010/10/29
Motivated by the need for parametric families of rich and yet tractable distributions in financial mathematics, both in pricing and risk management settings, but also considering wider statistical app...
The Bivariate Normal Copula
Bivariate Normal Copula
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2010/11/3
We collect well known and less known facts about the bivariate normal distribution and translate them into copula language. In addition, we prove a very general formula for the bivariate normal copula...
Log-Normal continuous cascades: aggregation properties and estimation. Application to financial time-series
Log-Normal continuous cascades aggregation properties estimation Application financial time-series
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2010/12/17
Log-normal continuous random cascades form a class of multifractal processes that has already been successfully used in various fields. Several statistical issues related to this model are studied. W...