Improving the Accuracy of the Probability Density Function EstimationThe paper considers the new approach to the reconstruction of the
probability density function Improving the Accuracy of the Probability Density Function EstimationThe paper considers the new approach to the reconstruction of the
probability density function Interaction between user and uav with unreliable location information is to lower the
probability of breaching these restrictions. The current study is a proof of concept
ON ESTIMATION OF OPTION IN CEV LOCAL VOLATILITY MODEL the classical Black-Scholes-Merton model, is considered. The work is aimed at the
derivation of a new option
Modeling of Financial Asset Prices with Hyperbolic-Sine Stochastic Model is based on stochastic process of hyperbolic-sine type. We
derive the transition
probability density Finding control policy for one discrete-time Markov chain on [0, 1] with a given invariant measure) at each step has been considerred. The
probability of transition towards 0 (and towards 1) is a
function