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by K. O. Kortanek

Active Bibliography

51 Optimal design of a CMOS op-amp via geometric programming – Maria Del Mar Hershenson, Stephen P. Boyd, Thomas H. Lee - 2001
2 Taking Positive Interest Rates Seriously – Enlin Pan, Liuren Wu - 2003
A theoretical foundation for the Nelson and Siegel class of yield curve models – unknown authors - 2011
1 The Role of No-Arbitrage on Forecasting: Lessons from a Parametric Term Structure Model ∗ – Caio Almeida, José Vicente - 2008
Handbook of Mathematical Finance, – Tomas Björk - 2000
Forecasting the Term Structure – Francis X. Diebold, Canlin Li, Prof Dr, Jan Pieter Krahnen, Francis X. Diebold, Canlin Li - 2003
unknown title – Francis X. Diebold A, Canlin Li C - 2005
134 Forecasting the term structure of government bond yields – Francis X. Diebold, Canlin Li - 2006
22 Are Interest Rate Derivatives Spanned by the Term Structure of Interest Rates? – Massoud Heidari, Liuren Wu - 2001
04-04 Forecasting the Term Structure of Government Bond Yields – Francis Diebold, Canlin Li, Francis X. Diebold, Canlin Li - 2003
Princeton University CONSISTENCY PROBLEMS FOR JUMP-DIFFUSION MODELS – Li Chen, Erhan Bayraktar, H. Vincent Poor
Forthcoming in – Tomas Björk, Camilla Landén, Lars Svensson - 2001
3 Finite dimensional Markovian realizations for stochastic volatility forward rate models – Tomas Björk, Lars Svensson, Camilla Landén - 2001
An Algorithm for Posynomial Geometric Programming, Based on Generalized Linear Programming – Jayant Rajgopal Department, Jayant Rajgopal, Dennis L. Bricker - 1995
13 A Computational Study of the Homogeneous Algorithm for Large-Scale Convex Optimization – Erling D. Andersen, Yinyu Ye - 1997
23 Disciplined convex programming – Michael Grant, Stephen Boyd, Yinyu Ye - 2006
21 Erlbaum Associates – Martin Rehn A, Friedrich T. Sommer B - 1986
1 GPCAD: A Tool for CMOS Op-Amp Synthesis – Maria Del Mar, Maria Del Mar Hershenson, Stephen P. Boyd, Thomas H. Lee - 1998
16 Optimal Power Control in Interference Limited Fading Wireless Channels with Outage Probability Specifications – Sunil Kandukuri, Stephen Boyd - 2000