Coupled con- tinuous time random walks in finance

Meerschaert, M · 2006 · DOI 10.1016/j.physa.2006

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q-fin.TR · 2026-04-26 · unverdicted · novelty 5.0

Non-unique time arising from event-driven order flow points to a foundational market incompleteness beyond usual no-arbitrage assumptions.

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Non-unique time and market incompleteness q-fin.TR · 2026-04-26 · unverdicted · none · ref 50
Non-unique time arising from event-driven order flow points to a foundational market incompleteness beyond usual no-arbitrage assumptions.