[PDF] Top 20 Swaption s k e w s a n d c o n v e x i t y a d j u s t m e n t s

... quotes swaption volatilities for different strikes, at least for the most liquid maturities and tenors, so that the classical assumption of lognormal dynamics needs to be modified to properly account for the ... See full document

... PROGRAM Declarations and Instructions T h e K V A L G r o u p b i d s y o u w e l c o m e t o S w e d e n T h e n e x t f e w p a g e s w i l l g i v e y o u t h e m a i n f a c t s a b o u t w h a t[.] ... See full document

... of d a ta improves precision of ...a t the realized kernel, which is the estim ator of integrated variance they propose, does not behave well in the presence of these ’’gradual” ...a t these local ... See full document

... Generation of Informative Texts with Style G e n e r a t i o n o f I n f o r m a t i v e T e x t s w i t h S t y l e S t e p h a n M K e r p e d j i e v I n s t i t u t e o f M a t h e m a t i c s A c[.] ... See full document

... Bayesian Learning of Gaussian Mixture Densities for Hidden Markov Models B a y e s i a n L e a r n i n g of G a u s s i a n M i x t u r e D e n s i t i e s for H i d d e n M a r k o v M o d e l s J e[.] ... See full document

... 00001t jpg R a j i v B a l l T h e S t a t e a n d T h e D e v e l o p m e n t o f S m a l l s c a l e I n d u s t r y i n G h a n a s i n c e c 1945 A T h e s i s s u b m i t t e d f o r F i n a l E[.] ... See full document

... Recent Improvements and Benchmark Results for Paramax ATIS System R e c e n t I m p r o v e m e n t s a n d B e n c h m a r k R e s u l t s for P a r a m a x A T I S S y s t e m L e w i s M N o r t o[.] ... See full document

... On Inference Based Procedures for Lexical Disambiguation O n I n f e r e n c e B a s e d P r o c e d u r e s for L e x i c a l D i s a m b i g u a t i o n J i i r g e n W e d e k i n d I n s t i t u t[.] ... See full document

... Contextually Based Data Derived Pronunciation Networks for Automatic Speech Recognition C o n t e x t u a l l y B a s e d D a t a D e r i v e d P r o n u n c i a t i o n N e t w o r k s for A u t o m[.] ... See full document

... Information Based Intonation Synthesis I n f o r m a t i o n B a s e d I n t o n a t i o n S y n t h e s i s * S c o t t P r e v o s t ~4 M a r k S t e e d m a n C o m p u t e r a n d I n f o r m a t[.] ... See full document

... Aligning Articles in TV Newscasts and Newspapers A l i g n i n g A r t i c l e s in T V N e w s c a s t s and N e w s p a p e r s Y a s u h i k o W a t a n a b e R y u k o k u U n i v e r s i t y S e[.] ... See full document

... of c r / in ...this, I impose the theoretical cointegrating rela­ tionships discussed ...12 x 7 a matrix will show how each variable responds to a linear combina­ tion of these 7 ...appendix I ... See full document

... JAPANESE WORD SEGMENTATION BY HIDDEN MARKOV MODEL J A P A N E S E W O R D S E G M E N T A T I O N BY H I D D E N M A R K O V M O D E L Constantine P Papageorgiou B B N S y s t e m s a n d T e c h n o[.] ... See full document

... Good Bigrams Good Bigrams Christer J o h a n s s o n D e p t o f L i n g u i s t i c s at L u n d U n i v e r s i t y H e l g o n a b a c k e n 12 2 2 3 6 2 L u n d , S w e d e n e m a i l C h r i s t[.] ... See full document

... DiMLex A lexicon of discourse markers for text generation and understanding D i M L e x A l e x i c o n o f d i s c o u r s e m a r k e r s for t e x t g e n e r a t i o n a n d u n d e r s t a n d i[.] ... See full document

... MULTI INDEX SYNTACTICAL CALCULUS M U L T I I N D E X S Y N T A C T I C A L C A L C U L U S H a n s K a r l g r e n I n t r o d u c t i o n I n o u r w o r k o n a n a l y z i n g S w e d i s h n o m i[.] ... See full document

... The production of code mixed discourse T h e p r o d u c t i o n o f c o d e m i x e d d i s c o u r s e D a v i d S A N K O F F C e n t r e d e r e c h e r c h e s m a t h d m a t i q u e s , U n i v[.] ... See full document

... JAUNT A Constraint Solver for Disjunctive Feature Structures J A U N T A C o n s t r a i n t S o l v e r for D i s j u n c t i v e F e a t u r e S t r u c t u r e s H i r o s h i M a r u y a m a I B M[.] ... See full document

... Tree Adjoining and Head Wrapping T r e e A d j o i n i n g a n d H e a d W r a p p i n g ~ K V i j a y S h a n k e r D a v i d J Weir A r a v i n d K J o s h i D e p a r t m e n t of C o m p u t e r a[.] ... See full document

... real m arket activities than discrete­ tim e ...tim e allows the use of mathem atical results which do not exist, or are not as powerful, in discrete time, such as Ito’s change-of-variable formula, ... See full document