A Stochastic Model for Illiquid Stock Prices and its Conclusion about Correlation Measurement

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Nanyonga, Erina, Kasozi, Juma, Mayambala, Fred, Kayondo, Hassan W., Davison, Matt
Format:	Preprint
Published:	2025
Subjects:	Statistical Finance
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2509.10553