Elisabetta Barletta, Sorin Dragomir, Vector valued holomorphic functions, Bulletin mathématique de la Société des Sciences Mathématiques de Roumanie, Nouvelle Série, Vol. 52 (100), No. 3 (2009), pp.

We extend their results to allow for robust fitting, for modelling general heteroscedasticity and for derivative estimation in the multivariate case. Our results confirm that local polynomial fitting ...

LONDON & NEW YORK & HONG KONG--(BUSINESS WIRE)--Derivative Fitch has launched an updated version of its VECTOR default model for CDOs. The update focuses on ease of use and includes enhancements ...