This paper introduces stochastic volatility to the Libor market model of interest rate dynamics.
As in Andersen and Andreasen (2000a) we allow for non-parametric volatility structures …

… 9 We let r and be quite close to ensure that the optimal strategy boundary is reasonably …
of the switching barriers in our example depends critically on the spread r À . As approaches …

In this thesis we describe various regimes of practical and theoretical significance that arise
in the laminar two-dimensional flow of a layer of an incompressible viscous fluid over a solid …

… SN Brown for her interest in and comments on this work, and in particular her close
involvement in the steps (3.10)-(3.12), and RV Brotherton-Ratcliffe wishes to thank the SERC for …

… earlier) and the instability can therefore be associated with the growth of Tollmien-Schlichting-like
waves of viscous-inviscid character, tying in especially with Brotherton-Ratcliffe and …

Ultra-high resolution holograms are now finding commercial and industrial applications in
such areas as holographic maps, 3D medical imaging, and consumer devices. Ultra-Realistic …

Arrays of edge magnetic coils and statistical analysis techniques have been used to investigate
the magnetic fluctuation structure in the HBTX-1A reversed field pinch. The superficially …

A one-step digital holographic printing system based on RGB pulsed-laser technology is
described. The system is capable of writing full-color composite digital reflection holograms and …

… of these discharges are little affected by probe insertion (BROTHERTON-RATCLIFFE … probe
data has been reported elsewhere (BROTHERTON-RATCLIFFE and HUTCHINSOX, 1984). …

… And the RHS of the second equation models the interaction of the R wave with the grating,
thereby producing a corresponding contribution to the S wave. The terms Q R and Q S will be …