Cover Image

Stochastic Dynamics of Ripple XRP for Cross-Border Settlement Optimization

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Firouzi, Kiarash
Format:	Preprint
Published:	2025
Subjects:	Physics and Society Probability 91G60, 60H30, 62P05
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling
by: Firouzi, Kiarash
Published: (2025)

Measuring Financial Resilience Using Backward Stochastic Differential Equations
by: Laeven, Roger J. A., et al.
Published: (2025)

Geometric BSDEs
by: Laeven, Roger J. A., et al.
Published: (2024)

From constant to rough: A survey of continuous volatility modeling
by: Di Nunno, Giulia, et al.
Published: (2023)

A Tokenized Sovereign Debt Conversion Mechanism for Dynamic Public Debt Reduction
by: Firouzi, Kiarash
Published: (2025)

Stability criteria for rough systems
by: Duc, Luu Hoang, et al.
Published: (2024)

Dynamic Financial Analysis (DFA) of General Insurers under Climate Change
by: Avanzi, Benjamin, et al.
Published: (2025)

Functional CLTs for subordinated Lévy models in physics, finance, and econometrics
by: Søjmark, Andreas, et al.
Published: (2023)

On the Structural Foundations of Signature Volatility Models: Existence, Arbitrage, Completeness, and the Hedging-Error Decomposition
by: Xodarev, Akmal
Published: (2026)

Zero-Coupon Treasury Rates and Returns using the Volatility Index
by: Park, Jihyun, et al.
Published: (2024)

Lévy Area Analysis and Parameter Estimation for fOU Processes via Non-Geometric Rough Path Theory
by: Qian, Zhongmin, et al.
Published: (2018)

Pólya urn model for analysis of football passes
by: Yamamoto, Ken
Published: (2025)

Convex combinations of random variables stochastically dominate the parent for a new class of heavy-tailed distributions
by: Arab, Idir, et al.
Published: (2024)

Comparative Evaluation of VaR Models: Historical Simulation, GARCH-Based Monte Carlo, and Filtered Historical Simulation
by: Tian, Xin
Published: (2025)

Thiele's PIDE for unit-linked policies in the Heston-Hawkes stochastic volatility model
by: Baños, David R., et al.
Published: (2023)

On the dependence between a Wiener process and its running maxima and running minima processes
by: Dąbrowski, Karol, et al.
Published: (2021)

Some Applications of Log-Ergodic Processes: Ergodic Trading Model and Call Option Pricing Using the Irrational Rotation
by: Firouzi, Kiarash, et al.
Published: (2024)

On Stochastic Partial Differential Equations and their applications to Derivative Pricing through a conditional Feynman-Kac formula
by: Das, Kaustav, et al.
Published: (2021)

Derivatives Along a Curve and the Functional Stochastic Calculus
by: Houdré, Christian, et al.
Published: (2026)

A high-order recombination algorithm for weak approximation of stochastic differential equations
by: Ninomiya, Syoiti, et al.
Published: (2025)

Stochastic Integration on Stochastic Sets of Interval Type and Applications to Mathematical Finance
by: Yue, Jia, et al.
Published: (2025)

A Malliavin-Gamma calculus approach to Score Based Diffusion Generative models for random fields
by: Greco, Giacomo
Published: (2025)

On bivariate Archimax copulas: Level sets, mass distributions and related results
by: Dietrich, Nicolas
Published: (2025)

Branched Signature Model
by: Ali, Munawar, et al.
Published: (2025)

Set-valued conditional functionals of random sets
by: Fissler, Tobias, et al.
Published: (2025)

Mean-Field Analysis of Latent Variable Process Models on Dynamically Evolving Graphs with Feedback Effects
by: Ganguly, Ankan, et al.
Published: (2025)

Probability equivalent level for CoVaR and VaR in bivariate Student-\textit{t} copulas with application to foreign exchange risk monitoring
by: Flores-Silva, Daniela I., et al.
Published: (2025)

On the use of case estimate and transactional payment data in neural networks for individual loss reserving
by: Avanzi, Benjamin, et al.
Published: (2025)

Ensemble distributional forecasting for insurance loss reserving
by: Avanzi, Benjamin, et al.
Published: (2022)

Reinforcement Learning for Micro-Level Claims Reserving
by: Avanzi, Benjamin, et al.
Published: (2026)

Noise estimation of SDE from a single data trajectory
by: Ali, Munawar, et al.
Published: (2025)

Short-rate models with stochastic discontinuities: a PDE approach
by: Calvia, Alessandro, et al.
Published: (2025)

Inverting Poisson-Laguerre tessellations
by: van der Jagt, Thomas, et al.
Published: (2026)

Comparison results for positive supermodular dependent Markov tree distributions
by: Ansari, Jonathan, et al.
Published: (2024)

Estimating the roughness exponent of stochastic volatility from discrete observations of the integrated variance
by: Han, Xiyue, et al.
Published: (2023)

Bregman variation of semimartingales
by: Bogdan, Krzysztof, et al.
Published: (2024)

Hölder regularity and roughness: construction and examples
by: Bayraktar, Erhan, et al.
Published: (2023)

Connectivity of random hypergraphs with a given hyperedge size distribution
by: Bergman, Elmer, et al.
Published: (2022)

Some limit theorems for locally stationary Hawkes processes
by: Deschatre, Thomas, et al.
Published: (2025)

The Mean Field Market Model Revisited
by: Hasenbichler, Manuel, et al.
Published: (2023)