Stochastic volatility is the unpredictable nature of asset price volatility over time. It's a flexible alternative to the Black Scholes' constant volatility assumption.

1 Department of Plant Pathology, The Ohio State University, Wooster, OH, United States 2 Center for Integrated Fungal Research, Department of Entomology and Plant Pathology, North Carolina State ...

Abstract: Price's theorem in statistical signal processing relates the expectation of a nonlinear function of normally distributed random variables to their covariances. However, such a key theorem is ...

The COS method was introduced in Fang & Oosterlee (2008) and then was applied to pricing a variety of stock options for continuous random variables. This paper adapts the Fourier-cosine series (COS) ...

The FactorGraph package provides the set of different functions to perform inference over the factor graph with continuous or discrete random variables using the belief propagation algorithm. A ...

Royalty-free licenses let you pay once to use copyrighted images and video clips in personal and commercial projects on an ongoing basis without requiring additional payments each time you use that ...

Faculty of Psychology and Sports Sciences, Goethe University Frankfurt, Frankfurt, Germany We investigated whether dichotomous data showed the same latent structure as the interval-level data from ...