Stochastic volatility is the unpredictable nature of asset price volatility over time. It's a flexible alternative to the Black Scholes' constant volatility assumption.
This study presents SynaptoGen, a differentiable extension of connectome models that links gene expression, protein-protein interaction probabilities, synaptic multiplicity, and synaptic weights, and ...
ABSTRACT: Repeated convolution and truncation of a truncated fat-tailed distribution, instead of Monte Carlo simulation, for pricing a discrete, simple barrier option is presented. The parameters for ...
The mathematician Daniel Litt has driven social media users to distraction with a series of simple-seeming but counterintuitive probability puzzles. In late January, Daniel Litt posed an innocent ...
Abstract: This paper presents exact formulas for the probability distribution function (PDF) and moment generating function (MGF) of the sum-product of statistically independent but not necessarily ...
A novel stochastic numerical scheme is introduced to solve stochastic differential equations. The development of the scheme is based on two different parts. One part finds the solution for the ...
Abstract: Stochastic differential equation (SDE)-based random process models of renewable energy sources (RESs) jointly capture evolving probability distribution and temporal correlation in continuous ...
The 1995 classic became as much a sociological phenomenon as an artistic one—but its designation as a “chick flick” belies its emotional sophistication and intelligence. The Delirious Cinematic ...
1 Henan Key Laboratory of Imaging and Intelligent Processing, PLA Strategy Support Force Information Engineering University, Zhengzhou, Henan, China 2 PLA Strategy Support Force Information ...
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