A stochastic volatility approximation for a tick-by-tick price model with mean-field interaction

Fuente: arXiv

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Bibliographic Details
Main Authors:	Pra, Paolo Dai, Pigato, Paolo
Format:	Preprint
Published:	2025
Subjects:	Mathematical Finance Probability 60G55 (Primary) 60F05, 60G44, 91G45 (Secondary)
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2504.03445