Random Geometric Analysis in the Stochastic Volatility: Financial Markets States Degeneracy

Analysis and Computations Journal, Forthcoming

67 Pages Posted: 15 May 2017 Last revised: 22 May 2017

See all articles by Siyabonga Chule

Siyabonga Chule

Mathematical Sciences (MS) centre, the African Institute for MS

Date Written: May 2, 2017

Abstract

The risky assets prices of the bi-variate model are reviewed under the hegemonize concentration filtered physical probability space. In the stochastic variance of the Cox-Ingersoll-Ross process. The Mean-variance hedging expanse on the Föllmer-Schweizer decomposition is stringent to the domain-rated self-financing strategy. Space orientations key the homotopy interface of the integral transformation outer-measure at the concentration gauge form, rates imaging the likelihood rotational in the measures equivalence. The question arises is of the glaring surfeit in the immersion of the price of risk within the invariant state market system. The wan geometric specification extents and the δ-scale are conics orientable homotopy. The risky assets prices of the bi-variate model are reviewed under the hegemonize concentration filtered physical probability space. In the stochastic variance of the Cox-Ingersoll-Ross process. The Mean-variance hedging expanse on the Föllmer-Schweizer decomposition is stringent to the domain-rated self-financing strategy. Space orientations key the homotopy interface of the integral transformation outer-measure at the concentration gauge form, rates imaging the likelihood rotational in the measures equivalence. The question arises is of the glaring surfeit in the immersion of the price of risk within the invariant state market system. The wan geometric specification extents and the δ-scale are conics orientable homotopy.

Keywords: volatility risk, viscosity solution, rotational filtration, homotopy, Radon transform

JEL Classification: C02, C18, C32, C61, D52, D81, G13, G15, E05;15, 31E05, 32E05, 35, 37, 49, 60, 60Dxx, 60Bxx, 58

Suggested Citation

Chule, Siyabonga, Random Geometric Analysis in the Stochastic Volatility: Financial Markets States Degeneracy (May 2, 2017). Analysis and Computations Journal, Forthcoming, Available at SSRN: https://ssrn.com/abstract=2968295

Siyabonga Chule (Contact Author)

Mathematical Sciences (MS) centre, the African Institute for MS ( email )

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