Positive definite quadratic forms in normal variates, which do not necessarily reduce to a multiple of a χ2 variate, arise quite naturally in estimation and hypothesis testing problems related to ...

Following Cox & Wermuth (1994, 2002), we show that the distribution of a set of binary observable variables, induced by a certain discrete latent variable model, may be approximated by a quadratic ...

There are several optimization techniques available in PROC NLMIXED. You can choose a particular optimizer with the TECH=name option in the PROC NLMIXED statement. No algorithm for optimizing general ...

This paper provides an efficient and accurate hybrid method to price American standard options in certain jump-diffusion models and American barrier-type options under the Black–Scholes framework. Our ...

There are three groups of optimization techniques available in PROC NLP. A particular optimizer can be selected with the TECH=name option in the PROC NLP statement. Since no single optimization ...