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

Explore the binomial tree model's use in option pricing, its workings, and examples. Learn how this model estimates intrinsic ...

Pupil dilation provides a physiological readout of information gain during the brain's internal process of belief updating in the context of associative learning.

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