Stochastic volatility is the unpredictable nature of asset price volatility over time. It's a flexible alternative to the Black Scholes' constant volatility assumption.

Abstract: This article is devoted to stochastic convergence theorems for stochastic impulsive systems (SISs) and their application to discrete-time stochastic feedback control (DTSFC). A general ...

White noise is a random signal with equal power across frequencies, commonly heard as static, and widely used in acoustics ...

By moving beyond simple chart visuals, investors gain access to a deeper layer of market insight. Technical indicators help ...