The Stochastic Evolution of Financial Asset Prices

This paper examines the relationship between dependence and independence alternatives in general stochastic processes and explores the duality between the true (yet unknown) stochastic process and the functional representation that fits the observed data. We demonstrate that the solution depends on...

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Bibliographic Details
Main Authors: Ioannis Paraskevopoulos, Alvaro Santos
Format: Article
Language:English
Published: MDPI AG 2025-06-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/13/12/2002
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