Explore the binomial tree model's use in option pricing, its workings, and examples. Learn how this model estimates intrinsic ...

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: Empirical formulas are proposed for the superdirectivities of broadside linear and square arrays. The formulas are derived based on a large amount of numerical results of optimum directivity ...

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