Bounds of Bi-Directional Grid Constrained Stochastic Processes in Mathematical Finance & Algorithmic Trading
Paper
Taranto, Aldo and Khan, Shahjahan. 2020. "Bounds of Bi-Directional Grid Constrained Stochastic Processes in Mathematical Finance & Algorithmic Trading." Imomov, Azam, Purtukhia, Omar, Moiseeva, Svetlana and Tursunov, Bayramali (ed.) Modern Stochastic Models and Problems of Actuarial Mathematics Conference (MAMMOTH 2020). Karshi, Uzbekistan 25 Sep 2020 Karshi, Uzbekistan.
Paper/Presentation Title | Bounds of Bi-Directional Grid Constrained Stochastic Processes in Mathematical Finance & Algorithmic Trading |
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Presentation Type | Paper |
Authors | Taranto, Aldo (Author) and Khan, Shahjahan (Author) |
Editors | Imomov, Azam, Purtukhia, Omar, Moiseeva, Svetlana and Tursunov, Bayramali |
Journal or Proceedings Title | Abstracts of Communications of the Conference Modern Stochastic Models and Problems of Actuarial Mathematics |
Number of Pages | 2 |
Year | 2020 |
Place of Publication | Karshi, Uzbekistan |
ISBN | 9789943182622 |
Web Address (URL) of Paper | http://qarshidu.uz/download/ebooks/ABSTRACTS_BOOK_20.10.2020_ISBN_OK.pdf |
Conference/Event | Modern Stochastic Models and Problems of Actuarial Mathematics Conference (MAMMOTH 2020) |
Event Details | Modern Stochastic Models and Problems of Actuarial Mathematics Conference (MAMMOTH 2020) Event Date 25 Sep 2020 Event Location Karshi, Uzbekistan |
Abstract | We introduce Bi-Directional Grid Constrained (BGC) stochastic processes in which the further it drifts away from the origin, then the further it will be constrained, and see it’s impact on the LIL. |
Keywords | Ito Processes, Law of Iterated Logarithm (LIL), Bi-Directional Grid Constrained, (BGC) Stochastic Processes |
ANZSRC Field of Research 2020 | 490510. Stochastic analysis and modelling |
490106. Financial mathematics | |
490506. Probability theory | |
Byline Affiliations | School of Sciences |
Institution of Origin | University of Southern Queensland |
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