Stochastic volatility is the unpredictable nature of asset price volatility over time. It's a flexible alternative to the Black Scholes' constant volatility assumption.
Learn to simulate stock prices with Excel and gain predictive power over market trends. Our step-by-step guide enhances your ...
Background The relationship of social determinants of health (SDOH), environmental exposures and medical history to lung function trajectories is underexplored. A better understanding of these ...
The Random123 library is a collection of counter-based random number generators ( "CBRNGs") for CPUs (C and C++) and GPUs (CUDA and OpenCL), as described in Parallel Random Numbers: As Easy as 1, 2, 3 ...
In recent years, new, intelligent and efficient sampling techniques for Monte Carlo simulation have been developed. However, when such new techniques are introduced, they are compared to one or two ...
1 G. A. Jarvis Prof. of Physics, Emer., Trinity College, Hartford, USA. 2 Tall Pines Research, Simsbury, USA. Recent investigations have shown that a bivariant lognormal probability density function ...
What Is A Probability Density Function? A probability density function, also known as a bell curve, is a fundamental statistics concept, that describes the likelihood of a continuous random variable ...
Abstract: The questions of research of the distribution laws of one-dimensional functions of a set of independent random variables are considered. The subsystem that allow for implementing the ...
Abstract: The problem of determining the distribution of sums of (weighted) log-gamma random variables occurs in spectrum sensing for cognitive radio. An infinite series is derived for the ...
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