Timeline for Why are financial markets modeled by càdlàg processes?
Current License: CC BY-SA 4.0
6 events
| when toggle format | what | by | license | comment | |
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| Sep 19, 2020 at 13:46 | comment | added | Manfred Weis | The initial wording of this question quant.stackexchange.com/questions/27763/… has a striking similarity | |
| Sep 19, 2020 at 13:22 | comment | added | vaoy | Some process that has a double jump. For example, $X_t := 1_{[0,t_0)} + 2 \cdot 1_{(t_0,T]}$ for $0 < t_0 < T < \infty$. | |
| Sep 19, 2020 at 13:06 | comment | added | user44143 | Cadlag is good for prices that move continuously and jump occasionally -- what is your favorite example of a path that is not cadlag but could reasonably be used in a model of stocks? | |
| S Sep 19, 2020 at 12:52 | history | suggested | gmvh |
Added top-level tag
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| Sep 19, 2020 at 12:41 | review | Suggested edits | |||
| S Sep 19, 2020 at 12:52 | |||||
| Sep 19, 2020 at 12:07 | history | asked | vaoy | CC BY-SA 4.0 |