The simultaneous variable selection for mean model and variance model in heteroscedastic linear models is discussed in this paper.We propose a criterion nam
Within the multifactor LIBOR market model, we examine three types of interest ratespread options: LIBOR vs.LIBOR, LIBOR vs.swap rate and swap rate vs.swap r
The article considers the optimum variable process control scheme for a process with incorrect adjustment.Incorrect adjustment of a process may result in sh