Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

Regression models with intractable normalizing constants are valuable tools for analyzing complex data structures, yet ...

Abstract: In this paper, we investigate both the bit error rate (BER) and outage performance of free-space optical (FSO) links over strong turbulence combined with ...

Abstract: A few simple approximations are derived for erfc (x) by method of least squares (MLS). The detailed error profiles are presented. It is shown how these ...

M3AS focuses on the non-trivial interplay between math, math. modelling of real sys. & math. & computer methods oriented towards the quant. & qual. anal. of real physical sys.

College of Applied Sciences, Beijing University of Technology, Beijing 100022, P. R. China ...

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The SABR model is a stochastic volatility model widely used in finance to capture the volatility smile/skew observed in options markets. The key parameters are: α (Alpha): The initial level of (at-the ...