Stochastic volatility is the unpredictable nature of asset price volatility over time. It's a flexible alternative to the Black Scholes' constant volatility assumption.
Abstract: In structural reliability calculation, there are fuzzy uncertainties in the distribution parameters of random variables, which bring the problem of large computation and poor precision. In ...
Abstract: The Beckmann distribution has a wide range of applications in radio-frequency communications, free-space optical (FSO) communications, and underwater wireless optical communications (UWOC).