We design a numerical scheme for solving a Dynamic Programming equation with Malliavin weights arising from the time-discretization of backward stochastic differential equations with the integration ...

Check out this spice amplifier model. A basic Spice model that simulates an amplifier’s bandwidth, magnitude, phase, and transient response can be up and running in as little as three lines of code.

This article is an expository paper to demonstrate the usefulness of Pearson curves in density estimation especially for those unaware of this early development in statistics. It is shown how to fit ...

The calculation of the minimum regulatory capital that a financial institution needs to hold as a buffer to safeguard against adverse business outcomes is a delicate statistical issue. In this paper ...