JSTOR Daily

The Discrete Mohr and Noll Inequality with Applications to Variance Bounds

In this paper, we provide Poincaré-type upper and lower variance bounds for a function g(X) of a discrete integer-valued random variable (r.v.) X, in terms of the (forward) differences of g up to some ...
Investopedia

What Is Variance in Statistics? Definition, Formula, and Example

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 ...
JSTOR Daily

AN OPTIMAL VARIANCE ESTIMATE IN STOCHASTIC HOMOGENIZATION OF DISCRETE ELLIPTIC EQUATIONS

This is a preview. Log in through your library . The purpose of The Annals of Probability is to publish contributions to the theory of probability and statistics and their applications. The emphasis ...
Risk

Pricing options on realized variance in the Heston model with jumps in returns and volatility Part II. An approximate distribution of discrete variance

We analyze the effect of discrete sampling on the valuation of options on the realized variance in the Heston stochastic volatility model. It has been known for some time that, although quadratic ...
Simon Fraser University

Discrete Probability Distributions

Continuous Variable: can take on any value between two specified values. Obtained by measuring. Covariance: a measure of the direction of the linear relationship between two variables. Discrete ...