Department of Mathematics, Pusan National University, Busan, South Korea. Department of Mathematics, University of Malakand, Chakdara, Pakistan. National Fisheries Research and Development Institute, ...

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 ...

The input argument fun refers to an IML module that specifies a function that returns f, a vector of length m for least-squares subroutines or a scalar for other optimization subroutines. The returned ...