Nonlinear independent component analysis is combined with diffusion-map data analysis techniques to detect good observables in high-dimensional dynamic data. These detections are achieved by ...

This book is aimed at covering the bases on random variables, random vectors and stochastic processes, necessary to be able to address the study of stochastic models based mainly on random and ...

Discover the Heston Model, a stochastic volatility model for European options pricing. Learn how it differs from ...