Many continuous-time term structure of interest rate models assume a factor structure where the drift and volatility functions are affine functions of the state-variable process. These models involve ...

This is a preview. Log in through your library . Abstract Se muestra que un modelo afín permite igualar o mejorar los pronósticos de la estructura temporal de las tasas de interés en México. El modelo ...

Compressible fluid dynamics investigates the behaviour of fluids when variations in density cannot be neglected, a scenario frequently encountered in high-speed aerodynamics and astrophysical ...