Price feedback and hybrid diffusions in finance
It is well-known that the probabilistic behaviour of financial asset returns is not captured well by the classical Black-Scholes model. The true behaviour will never be perfectly captured in any model, but insight is continually being obtained into our understanding of more sophisticated and realist...
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University College London (University of London)
2015
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.654620 |