CDS calibration under an extended JDCEV model

Valuation of Loan CDS under intensity based model

The loan CDS (LCDS) contract is almost identical to a standard unsecured CDS contract, except for two items. First, the reference obligation is different. Second, the LCDS contract is canceled if there is not a reference obligation available, where a CDS contract remains outstanding. This paper develops a general intensity based model for the pricing and trading of LCDS contract. Solutions can ...

Water quality model calibration under unknown demands

It has often been cited that a water distribution system (WDS) hydraulic model needs to be highly accurate before it may be used in combination with a water quality model (WQM) to simulate the dispersion and decay of a residual disinfectant. However, even a well-calibrated WDS hydraulic model may not have data relating to the specific water demands during a given period, which may impede WQM ca...

Camera Calibration from Extended

Extended Lens Model Calibration of Digital Still Cameras

Digital still cameras have been widely adopted for close range photogrammetry and machine vision applications. Due to the advantages of on board storage of digital images, portability and rapid data processing, digital still cameras have virtually replaced medium format film cameras for measurement tasks such as structural monitoring and industrial metrology. As for any photogrammetric applicat...

An extended technicolor model.

An extended technicolor model is constructed. Quark and lepton masses, spontaneous CP violation, and precision electroweak measurements are discussed. Dynamical symmetry breaking is analyzed using the concept of the big MAC.