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What's the use of Spatial Statistics in quant finance?
Hi all,I was wondering what's the use of Spatial statistics in quant finance, both in derivative modeling/pricing and in quantitative trading? Thanks!
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- doubleslit
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What's the use of Spatial Statistics in quant finance?
I was wondering the same thing. I think you could model an AIG CDS using Ogata's Marked Spatial-Temporal Point Process model.