An infinite series representation for the moment generating function of the sum of squared arbitrarily correlated Rayleigh random variables is presented. Based on the derived formula, corresponding ...

We present a novel and intuitive approach for material design through direct control of the material's bidirectional reflectance distribution function (BRDF) via a series of brush strokes. Using our ...

A Python library for pricing options under various risk-neutral density assumptions, computing option-implied densities, and extracting model parameters from market data. option-pricing asset-pricing ...