Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
Charlene Rhinehart is a CPA , CFE, chair of an Illinois CPA Society committee, and has a degree in accounting and finance from DePaul University. Vikki Velasquez is a researcher and writer who has ...
Aldous and Shepp recently proved that the Erlang distribution of a given order is the least variable phase-type distribution of that order, in the sense of minimizing the coefficient of variation.
Flexible stationary diffusion-type models are developed that can fit both the marginal distribution and the correlation structure found in many time series from, for example, finance and turbulence.
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