Can discretely sampled financial data help us decide which continuous-time models are sensible? Diffusion processes are characterized by the continuity of their sample paths. This cannot be verified ...
Data analysis is a fundamental process in any project. However, data can be lumped into different types, with categorical and continuous data seeming almost opposed at first glance. That said, ...
A method to replace a continuous univariate distribution with a discrete distribution that takes MN different values is analysed. Both distributions share the same rth moments for r = 0,..., 2N - 1 ...