ABSTRACT: Repeated convolution and truncation of a truncated fat-tailed distribution, instead of Monte Carlo simulation, for pricing a discrete, simple barrier option is presented. The parameters for ...
1 Institute of Environmental Research at Greater Bay Area, Key Laboratory for Water Quality and Conservation of the Pearl River Delta, Ministry of Education, Guangzhou University, Guangzhou, China 2 ...
ABSTRACT: The original Bell inequality was obtained in a statistical derivation assuming three mutually cross-correlated random variables (four in the later version). Given that observations destroy ...
In 2015, experiments were reported showing for the first time the loophole-free violation of a Bell inequality [1, 2]. The result has been interpreted as the “death by experiment for local realism,” ...
Abstract: In stochastic simulation, we construct mathematical models to imitate the behavior of real systems, use computers to sample behavioral histories (sample paths) of these models, and exploit ...
Abstract: The paper deals with computer generation of pseudorandom numbers, random variables and stochastic processes. Inverse-transform method, composition method and acceptance-rejection method for ...
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