Financial and economic models regularly treat asset pricing charts and market return series as continuous processes to facilitate derivatives valuation and volatility forecasting.
Evidence for · 3
Simulating and Forecasting Utility Stock Returns: Arbitrage Pricing Theory vs. Capital Asset Pricing Model
1990 · cited by 3
Paper 0 utilizes the Capital Asset Pricing Model and Arbitrage Pricing Theory to simulate asset returns over continuous time frameworks and security market lines.
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More for · 2
Analytic solutions of variance swaps for Heston models with stochastic long-run mean of variance and jumps.
2025 · cited by 0
Paper 7 derives continuous-time pricing formulas and limiting properties for variance swaps utilizing stochastic volatility models.
Long Memory in Continuous-time Stochastic Volatility Models
2005 · cited by 0
Paper 8 investigates continuous-time stochastic volatility asset price models and option pricing theories.