We consider option pricing problems in the stochastic volatility jump diffusion model with correlated and contemporaneous jumps (SVCJ) in both the return and variance processes. The option value ...

Parameterizations for natural exponential families (NEF's) with quadratic variance functions (QVF's) are compared according to the nearness to normality of the likelihood and posterior distribution.

Looking for the answers to ax² + bx + c = 0? A mathematician has rediscovered a technique that the ancient Babylonians used. By Kenneth Chang and Jonathan Corum The quadratic equation has frustrated ...

A mathematician at Carnegie Mellon University has developed an easier way to solve quadratic equations. The mathematician hopes this method will help students avoid memorizing obtuse formulas. His ...

This jingle has helped generations of algebra students recall the quadratic formula that solves every equation of the form $latex ax^2+bx+c=0$. The formula is as ...