One Factor Models for the ABS Correlation Market: Pricing TABX Tranches

Author(s):  
Joao Garcia ◽  
Serge Goossens
Keyword(s):  
2020 ◽  
Vol 45 (5) ◽  
pp. 161-201
Author(s):  
Hyun-Young Park ◽  
Ho-Young Lee
Keyword(s):  

2018 ◽  
Vol 24 (1) ◽  
pp. 178-188
Author(s):  
A.Yu. Mikhailov ◽  
◽  
T.F. Burova ◽  

2020 ◽  
pp. 67-73
Author(s):  
N.D. YUsubov ◽  
G.M. Abbasova

The accuracy of two-tool machining on automatic lathes is analyzed. Full-factor models of distortions and scattering fields of the performed dimensions, taking into account the flexibility of the technological system on six degrees of freedom, i. e. angular displacements in the technological system, were used in the research. Possibilities of design and control of two-tool adjustment are considered. Keywords turning processing, cutting mode, two-tool setup, full-factor model, accuracy, angular displacement, control, calculation [email protected]


2012 ◽  
Vol 8 (2) ◽  
pp. 47-79 ◽  
Author(s):  
Marcos Escobar ◽  
Tobias Frielingsdorf ◽  
Rudi Zagst

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