Stochastic volatility is the unpredictable nature of asset price volatility over time. It's a flexible alternative to the Black Scholes' constant volatility assumption.
Correspondence to Professor Philip Glasgow, Sports Institute Northern Ireland, University of Ulster, Newtownabbey, Co. Antrim, BT37 0QB, UK; philglasgow{at}sini.co.uk If you wish to reuse any or all ...
The granulometric analysis is a basic tool in the characterization process of particulate materials and can be determined through numerous methods, most notably the densimeter and laser diffraction ...
The traditional method of net present value (NPV) to analyze the economic profitability of an investment (based on a deterministic approach) does not adequately represent the implicit risk associated ...
Abstract: In this article, we propose a new random reset rule for attitude control systems, where a new Lyapunov–Foster function implies the robust global attitude control without adding any ...
Kristina Zucchi is an investment analyst and financial writer with 15+ years of experience managing portfolios and conducting equity research. Gordon Scott has been an active investor and technical ...
Abstract: Several theoretical analyses of the dynamics of particle swarms have been offered in the literature over the last decade. Virtually all rely on substantial simplifications, often including ...