The world is full of uncertainty: accidents, storms, unruly financial markets, noisy communications. The world is also full of data. Build foundational knowledge of data science with this introduction ...

Leonard Fortuin, Five Popular Probability Density Functions: A Comparison in the Field of Stock-Control Models, The Journal of the Operational Research Society, Vol. 31, No. 10 (Oct., 1980), pp.

Niels Erik Jensen, An Introduction to Bernoullian Utility Theory: I. Utility Functions, The Swedish Journal of Economics, Vol. 69, No. 3 (Sep., 1967), pp. 163-183 ...

A Course of Modem Analysis: an Introduction to the General Theory of Infinite Processes and of Analytic Functions; with an Account of the Principal Transcendental Functions.

Building on the widely-used double-lognormal approach by Bahra (1997), this paper presents a multi-lognormal approach with restrictions to extract risk-neutral probability density functions (RNPs) for ...