Density functions are nonnegative for all real numbers but greater than zero only at a finite or countably infinite number of points. Density functions are nonnegative for all real numbers and are ...

The accurate characterization of input processes for simulation models can require the representation of dependencies among input values. Results are presented on the generation of dependent ...

The aim of this paper is to investigate discrete approximations of the exponential functional of Brownian motion (which plays an important role in Asian options of financial mathematics) with the help ...