Implied volatility (IV) is a key metric used by traders to determine options pricing and market forecasts. Gain insight into ...

Discover option pricing theory, utilized to determine option value using models like Black-Scholes. Learn how variables impact the probability of profits at expiration.

Path A series of points joined by straight line segements. Bezier Curve A polynomial curve defined by a list of control points. The curve starts at the first control point and ends at the last one.

Source: Darren Edwards What if one of the biggest unsolved problems in mathematics is not just about numbers or computers, but about observers like you and me? This isn’t a proposed solution to P vs ...

This package allows users to simulate commodity futures data from two models, Schwartz and Smith's two-factor model (Schwartz & Smith, 2000) and polynomial diffusion model (Filipovic & Larsson, 2016), ...

Data assimilation is a Bayesian inference process that obtains an enhanced understanding of a physical system of interest by fusing information from an inexact physics-based model, and from noisy ...

In this paper, we combine the theory of stochastic process and techniques of machine learning with the regression analysis, first proposed by [1] to solve for American option prices, and apply the new ...

The paper by Griffin et al. (1) makes fundamental progress in the study of the Riemann zeta function by introducing a method to study certain classical polynomials (the so-called Jensen polynomials) ...