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Rough Path Theory
Anyone researching/studying in this area? Is it being used in the financial arena? I'm wondering if research in this area would be interesting/potentially fruitful ..
Rough Path Theory
QuoteOriginally posted by: benwmAnyone researching/studying in this area? Is it being used in the financial arena? I'm wondering if research in this area would be interesting/potentially fruitful ..If you are talking about the path integral approach, my understanding is that thre are some work mostly done by x-physicist. Try http://xxx.lanl.gov/ for some papers by going to the search option .
Last edited by Lucetios on October 6th, 2005, 10:00 pm, edited 1 time in total.
Rough Path Theory
QuoteOriginally posted by: LucetiosQuoteOriginally posted by: benwmAnyone researching/studying in this area? Is it being used in the financial arena? I'm wondering if research in this area would be interesting/potentially fruitful ..If you are talking about the path integral approach, my understanding is that thre are some work mostly done by x-physicist. Try http://xxx.lanl.gov/ for some papers by going to the search option .Don't know if we're talking about the same thing but then again it's a very new area which I know little or nothing about. Thanks for your reply anyway.