We consider the Heston model as an example of a parameterized parabolic partial differential equation. A space-time variational formulation is derived that allows for parameters in the coefficients ...

We consider estimating functions for discretely observed diffusion processes of the following type: for one part of the parameter of interest we propose to use a simple and explicit estimating ...

If you are building PowerShell longer than a few lines, it is good practice to break up your code into reusable snippets. This way you can only call the code snippet over and over instead of ...

Allowing for the right kind of input into PowerShell functions is important. It can mean the difference between writing a function once and forgetting about it constantly having to refactor it to ...

Numerical results are presented for points in the (β 1,β 2) plane for the Weibull shape parameter values 0.2 to 25.0.