ANDMARK RUBTSOV

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Bond duration in its basic deterministic form is a concept well understood. Its meaning in the context of a yield curve on a stochastic path is less well developed. We extend the basic idea to a stochastic setting. More precisely, we introduce the concept of stochastic duration as a Malliavin derivative in the direction of a stochastic yield surface modeled(More)
This paper provides concept of data transmission protocol for millimeter wave (mmWave) wireless systems operating in Non-Line-of-Sight environment. This concept is designed to provide an effective and practical functioning of Multiple-Input Multiple-Output (MIMO) transmission mode that exploits combination of Singular Value Decomposition (SVD) of channel(More)