Radiation
发表于 2025-3-23 10:04:32
Anatoliy SwishchukNew approach in quantitative finance-change of time method (for standard diffusion and Levy-based finance models), which is different from a traditional one using subordinators.Contains the solutions
预感
发表于 2025-3-23 16:36:29
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ORE
发表于 2025-3-23 19:52:58
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Original
发表于 2025-3-23 22:40:52
The First Routes of the New Discipline,ifferential equations (SDEs) arising in finance is the “.”. We give the definition of CTM and describe CTM in martingale, semimartingale, and the SDEs settings. We also point out the association of CTM with subordinators and stochastic volatilities.
ARM
发表于 2025-3-24 04:48:47
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emulsify
发表于 2025-3-24 10:01:41
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羊齿
发表于 2025-3-24 12:04:39
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neurologist
发表于 2025-3-24 15:04:34
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补角
发表于 2025-3-24 19:32:37
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疏忽
发表于 2025-3-25 00:16:20
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