Basket CDS pricing with default intensities using a regime-switching shot-noise model

2017 ◽  
Vol 47 (18) ◽  
pp. 4443-4458 ◽  
Author(s):  
Jie Guo ◽  
Yinghui Dong ◽  
Guojing Wang
Keyword(s):  
Shot Noise ◽  
Regime Switching ◽  
Noise Model ◽  
Basket Cds

scholarly journals Pricing Basket Default Swaps in a Tractable Shot-Noise Model

2011 ◽  
Author(s):  
Alexander Herbertsson ◽  
Jiwook Jang ◽  
Thorsten Schmidt
Keyword(s):  
Shot Noise ◽  
Noise Model

Breast tissue characterization based on modeling of ultrasonic echoes using the power-law shot noise model

2003 ◽  
Vol 24 (4-5) ◽  
pp. 741-756 ◽  
Author(s):  
M.Alper Kutay ◽  
Athina P Petropulu ◽  
Catherine W Piccoli
Keyword(s):  
Power Law ◽  
Shot Noise ◽  
Breast Tissue ◽  
Tissue Characterization ◽  
Noise Model

Correlated default models driven by a multivariate regime-switching shot noise process

2017 ◽  
Vol 29 (4) ◽  
pp. 351-375 ◽  
Author(s):  
Yinghui Dong ◽  
Guojing Wang ◽  
Kam Chuen Yuen
Keyword(s):  
Shot Noise ◽  
Regime Switching ◽  
Noise Process ◽  
Shot Noise Process

NOISE ANALYSIS IN A 0.8 V FORWARD BODY-BIAS CMOS OP-AMP DESIGN

2004 ◽  
Vol 04 (02) ◽  
pp. L403-L412 ◽  
Author(s):  
C. ZHANG ◽  
A. SRIVASTAVA ◽  
P. K. AJMERA
Keyword(s):  
Low Power ◽  
Shot Noise ◽  
Noise Analysis ◽  
Forward Bias ◽  
Noise Model ◽  
Level Shift ◽  
Ultra Low Power ◽  
Op Amp ◽  
Forward Body Bias ◽  
Body Bias

Noise model of a MOSFET, which includes the effect of forward-body bias, is proposed. Thermal noise and shot noise are extracted and their variations with the forward body-bias are compared. It is found that the shot noise increases with the forward body-bias and becomes significant above 0.4 V forward bias. A CMOS op-amp is designed utilizing forward body-bias technique combined with a level shift current mirror. The designed amplifier dissipates power of 40 μW and operates at ± 0.4 V to achieve a gain of 77 dB. The noise in this ultra low-power op-amp is also investigated. The total simulated output noise density of 320×10-12 V 2/ Hz in the ultra-low power op-amp design is slightly lower than the calculated 413×10-12 V 2/ Hz value from the proposed model.

scholarly journals Generalized shot noise model for time-reversal in multiple-scattering media allowing for arbitrary inputs and windowing

2009 ◽  
Vol 125 (5) ◽  
pp. 3129 ◽  
Author(s):  
Kevin J. Haworth ◽  
J. Brian Fowlkes ◽  
Paul L. Carson ◽  
Oliver D. Kripfgans
Keyword(s):  
Multiple Scattering ◽  
Shot Noise ◽  
Time Reversal ◽  
Noise Model ◽  
Scattering Media
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