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Part 1: Simulation Exercise Instructions less In this project you will investigate the exponential distribution in R and compare it with the Central Limit Theorem. The exponential distribution can be ...

In this article, we consider hedging problems for the European-type contingent claim taking into account the position of the claim on the basis-risk model. We consider both exponential hedging and ...

Abstract: In this paper, we introduce the notion of trace variance function which is the trace of the variance-covariance matrix. This trace variance function characterizes the Natural Exponential ...

ABSTRACT: The bird cherry-oat aphid (BCOA, Rhopalosiphum padi) and the Russian wheat aphid (RWA, Diuraphis noxia) are major pests of barley and wheat, frequently posing a threat to crop yields. These ...