Pricing charts are treated as continuous series

the verdict

SUPPORTED

the evidence backs this

Recorded sources

3 sources for · 0 against

Counts group repeated records of the same source within each side. They do not measure evidence strength or source independence.

Financial and economic models regularly treat asset pricing charts and market return series as continuous processes to facilitate derivatives valuation and volatility forecasting.

The analysis

The claim states that pricing charts are treated as continuous series, which aligns with standard finance and econometric literature where asset prices, volatility, and option pricing models (such as Black-Scholes extensions, continuous-time stochastic volatility models, and CAPM security lines) conceptualize price dynamics in continuous time. Papers 0, 7, and 8 explicitly employ continuous-time frameworks or continuous limits for pricing and simulation. There is no evidence refuting this premise.

Evidence for · 3

Simulating and Forecasting Utility Stock Returns: Arbitrage Pricing Theory vs. Capital Asset Pricing Model

Recorded source metadata

Edward L. Bubnys. Simulating and Forecasting Utility Stock Returns: Arbitrage Pricing Theory vs. Capital Asset Pricing Model. 1990. https://doi.org/10.1111/j.1540-6288.1990.tb01286.x

Paper 0 utilizes the Capital Asset Pricing Model and Arbitrage Pricing Theory to simulate asset returns over continuous time frameworks and security market lines.

Source citation format

See more details

More for · 2

Analytic solutions of variance swaps for Heston models with stochastic long-run mean of variance and jumps.

Recorded source metadata

Fu J, Fu J. Analytic solutions of variance swaps for Heston models with stochastic long-run mean of variance and jumps.. 2025. https://doi.org/10.1371/journal.pone.0318886

Paper 7 derives continuous-time pricing formulas and limiting properties for variance swaps utilizing stochastic volatility models.

Source citation format

Long Memory in Continuous-time Stochastic Volatility Models

Recorded source metadata

Fabienne Comte, Eric Renault. Long Memory in Continuous-time Stochastic Volatility Models. 2005. https://doi.org/10.1093/oso/9780199257195.003.0009

Paper 8 investigates continuous-time stochastic volatility asset price models and option pricing theories.

Source citation format

The paper trail · every fact has a biography

first checked01 Aug 2026

judged → SUPPORTED · 7901 Aug 2026

More receipts

Is it true that Phonological evolution involves regular processes of phoneme elision, vowel nasalization, and tonogenesis?Is it true that Hemangiomas are treatable with medication?Is it true that Research identifies forms of intelligence that diverge from standard IQ measures?

Random receipt →The Trust Wiki →

Anyone with this link can read the claim and its public receipt, including any personal information in that text. Open permanent receipt.

Check your own claim

Challenge the receipt

I have a source that contradicts this verdict I have a source that supports it No source: request a receipt review Requests are recorded for review. This does not start an automatic check or guarantee a response time.

trust me, bro: win the argument, pass the class, survive peer review.

Citation formatting by citeproc-js (Frank Bennett) and the Citation Style Language project. Source and licenses.

This receipt is an automated verdict against our published method · not an opinion about any author or publication.
Terms · Privacy · How verdicts work · Dispute this receipt