ABSTRACT: An explicit formula for the transition probability density function of the Hull and White stochastic volatility model in presence of nonzero correlation between the stochastic differentials ...
Abstract: Occupational safety and health (OSH) inspection is an essential element of OSH regulatory enforcement programs. The effectiveness of regulated OSH inspections is dependent on many factors of ...
Abstract: This paper describes a method to compute tapered areas of a probability density function by means of integral transforms of its noisy Laplace transform. This problem is directly relevant to ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results