We consider the Heston model as an example of a parameterized parabolic partial differential equation. A space-time variational formulation is derived that allows for parameters in the coefficients ...

If you are building PowerShell longer than a few lines, it is good practice to break up your code into reusable snippets. This way you can only call the code snippet over and over instead of ...

We consider estimating functions for discretely observed diffusion processes of the following type: for one part of the parameter of interest we propose to use a simple and explicit estimating ...

Sometimes using ValidateSet isn't enough -- for instance, when you have multiple functions with the same parameter that you need to perform a task on. PowerShell has a data type called an enum, which ...