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

Abstract: Continuous variable quantum key distribution attracts increasing attention in recent years due to its potential high secret key rates and the compatibility with existing communication ...

This repository provides implementations of Mondrian random forests in Julia, based on methods detailed in Cattaneo, Klusowski and Underwood, 2023, arXiv:2310:09702. This package provides: ...

Abstract: In this contribution, we employ the Mellin transform to derive the expressions for probability density function (PDF) of the product of Nakagami-m and Gamma distributed random variables. As ...

We present measured distributions in the scaling variables x and y obtained from the reactions νμ(ν¯μ)+nucleon→μ−(μ+)+hadrons at high energy. The x distributions are consistent with scale invariance.

Below we show a small example program that introduces the RandomEnvironment struct, which provides a high-level interface for sampling from distributions and calculating probabilities. It ...