The variance and variation are easily obtained ... Short communications on quasirandom sequences for numerical computations. USSR Computational Mathematics and Mathematical Physics, 28(3), 88-92.

You can test this assumption in PROC GLM by using the HOVTEST option in the MEANS statement, requesting a homogeneity of variance test. This section discusses the computational details behind these ...

Welcome to this first issue of The Journal of Computational Finance for 2018 ... one on adjoint differentiation, and one on corridor variance swaps, making this issue quite wide-ranging in terms of ...

As a result, the observed variance is 0.0001 (or approximately ... The former is typically used if developing a simple computational algorithm is required, and the latter is used if one needs ...

It is my pleasure to bring to you the last of 2023’s issues of The Journal of Computational Finance. In our first paper, “Neural variance reduction for stochastic differential equations”, Piers Hinds ...