On spatially irregular ordinary differential equations and a pathwise volatility modelling framework

arXiv:1902.01673 · q-fin.MF, math.CA, math.PR · Submitted 2019-02-05 · Read on arXiv

q-fin.MF, math.CA, math.PR

Submitted: 2019-02-05

Updated: 2021-09-08

Terminology

Ordinary Differential Equations (ODEs) — 1× in this paper · explained in 2 episodes

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