Results 181 to 190 of about 11,306 (311)
Inference for stochastic volatility models using time change transformations [PDF]
, 2010 Κωνσταντίνος Καλογερόπουλος +2 more
openalex +1 more source
Probability distribution of returns in the Heston model with stochastic volatility [PDF]
, 2002 Adrian A. Drǎgulescu +1 more
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Portfolio Optimization with Ambiguous Correlation and Stochastic Volatilities
, 2014 Jean‐Pierre Fouque +2 more
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A modified stochastic volatility model based on Gamma Ornstein–Uhlenbeck process and option pricing [PDF]
, 2016 Yanhui Mi
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Advanced Physics Research, EarlyView.This study demonstrates a versatile hardware platform using nano‐oscillators based on binary oxides for deterministic and probabilistic computing. By tailoring material physics, NbOx enables energy‐efficient synchronization for pattern recognition, while enhanced stochasticity in engineered SiOx provides robust entropy for p‐bits to solve complex ...
Jihyun Kim +3 more
wiley +1 more source
Indirect Inference for Stochastic Volatility Models via the Log-Squared Observations [PDF]
, 2004 Geert Dhaene, Geert Dhaene
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Autism Research, EarlyView.ABSTRACT Parental stress influences parent–child interactions in typical development and is a prognostic factor of autism outcome. However, we still do not know to what extent parental stress affects parent–child interactions and whether caregiver role matters.
Maria Grazia Logrieco +11 more
wiley +1 more source
Random Neural Networks for Rough Volatility. [PDF]
Appl Math OptimJacquier A, Žurič Ž.
europepmc +1 more source