Scientific Research Publishing

Joint Characteristic Function of Stock Log-Price and Squared Volatility in the Bates Model and Its Asset Pricing Applications ()

The model of Bates specifies a rich, flexible structure of stock dynamics suitable for applications in finance and economics, including valuation of derivative securities. This paper analytically ...
Scientific Research Publishing

Generalized Method of Moments and Generalized Estimating Functions Using Characteristic Function ()

GMM inference procedures based on the square of the modulus of the model characteristic function are developed using sample moments selected using estimating function theory and bypassing the use of ...
IEEE

Characteristic Functions of Fuzzy Random Variables

Abstract: The characteristic function of fuzzy random variables is defined based on the average chance distribution function. Then, the mathematical properties of the characteristic function, which ...
GitHub

shubh123a3/Density-Recovery-using-COS-and-FFT-Methods

This project provides tools and implementations for recovering probability density functions using two distinct numerical approaches. It includes an interactive web application for visualization and ...
IEEE

Iterated Integral Representation of the Characteristic Function of Time-Delay Systems with Spectral Values of Maximal Multiplicity

Abstract: Motivated by recently obtained factorizations of characteristic functions of some classes of time-delay systems admitting a root with the largest possible multiplicity in terms of Kummer ...
GitHub

create-a-characteristic-function.rst

To create a characteristic function use a Python dict to map tuples of player indices to the payoff values. For example to create the following characteristic function: v(C)=\begin{cases} 0,&\text{if ...