Browsing Faculty of Business by Subject "Stochastic volatility"
Now showing items 1-1 of 1
-
Captive diffusions and their applications to order-preserving dynamics
(Royal Society Publishing, 2020-09-30)We propose a class of stochastic processes that we call captive diffusions, which evolve within measurable pairs of cadlag bounded functions that admit bounded right-derivatives at points where they are continuous. In full ...
Share this page