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Stability vs profit maximisation

Stability is a very broad subject, and in general, has nothing to do with profit maximization. Obviously, the results vary from model to model, and it is possible that in a specific model profit ...
BakerStreet's user avatar
  • 4,047
1 vote

How to model discontinuities in sovereign debt interest rates?

The general idea is to look at the distribution of $\Delta V$ for a fixed time step $\Delta t$. The usual continuous stochastic process model is the Wiener process, so the distribution of values is ...
Surge's user avatar
  • 145

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