The Andersson-Madigan-Perlman (AMP) Markov property is a recently proposed alternative Markov property (AMP) for chain graphs. In the case of continuous variables with a joint multivariate Gaussian ...
The class of Markov-functional models (MFMs) provides a framework that can be used to define interest-rate models of finite dimension calibrated to any arbitrage-free formula for caplet or swaption ...
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