When the Office of the Commonwealth Medical Examiner finds unidentified and unidentifiable remains, it turns to the FBI to ...
Consider n i.i.d. random vectors on ${\Bbb R}^{2}$, with unknown, common distribution function F. Under a sharpening of the extreme value condition on F, we derive a weighted approximation of the ...
The FD= and FDHESSIAN= options specify the use of finite difference approximations of the derivatives. The FD= option specifies that all derivatives are approximated using function evaluations, and ...
Abstract.The subject of this paper is the analytic approximation of solution to stochastic differential delay equations with Poisson jump. We introduce approximate methods for stochastic differential ...
We propose to use stratified approximations based on the gamma and lognormal distributions for the pricing of options on average, such as Asian options and bond prices in the Dothan model. We show ...
Nonetheless, a potential bumper funding round for Fuse — valuing the three-year-old energy company at $5bn — is an ...
First-order derivatives: n additional function calls are needed. Second-order derivatives based on gradient calls, when the "grd" module is specified (Dennis and Schnabel 1983): n additional gradient ...
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