The DRIFT option, each iteration, and the final assignment of cluster seeds each require one pass, with time for each pass roughly proportional to nvc. For greatest efficiency, you should list the ...

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 ...

Regarding computational methods, as well as Monte Carlo techniques ... "Valuation of options on discretely sampled variance: a general analytic approximation" by Gabriel Drimus, Walter Farkas and ...