Understanding Stochastic Volatility and Its Impact on Asset Pricing

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

Probability Distributions of Products of Rayleigh and Nakagami-m Variables Using Mellin Transform

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 ...
IEEE

Full-Scale Distribution System Topology Identification Using Markov Random Field

Abstract: The identification of the distribution system topology is the key concern in distribution system state estimation and the precondition for its energy management. However, lacking sufficient ...
Investopedia

Understanding Log-Normal Distribution: Definition, Uses, and Calculations

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...
GitHub

A Zig Module for Random Number Distributions

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 ...