Focal Interest
Focal Interest

Discretization

  1. Unweighted HJM setting supports yield-curve modeling with negative yields
    New approach to Heath–Jarrow–Morton framework using unweighted function spaces and functional PCA, enabling better yield curve modeling with support for negative interest rates.
  2. Structure-preserving simulations show differing turbulence behavior
    Structure-preserving simulations of three magnetohydrodynamics models reveal divergent cascade mechanisms and vorticity dynamics despite shared Hamiltonian geometry.