The Gaussian Peak family of functions is quickly integrated analytically, to high precision. In its two-dimensional form, as shown in the plot above, the function shows a distinct two-dimensional ...

The thin and thick solid lines represent the ground and excited states, respectively; the dashed curves represent the one-LO-phonon state; the red and blue Gaussian curves represent the pulse ...

Rudebusch (CR) decomposes the nominal yield curve into three components ... It is important to note that the CR model is Gaussian and does not enforce a zero lower bound on nominal yields. Two-year ...