SNSN schreef op 24 oktober 2013 11:57:
[...]
Sorry, you do not understand markets dynamics... Standard " diffusion" processes (mainly their "regular" components) aggregate all possible (even still hidden) info existing till current point in time.... It may not be the case with "jump processes" where discontinuity may be caused by "unexpected" (very objective and really new) info....
Currently we follow classic "diffusion" ....
It looks like you are still a student .... So, take a look at stochastic processes with applications to financial math & quant. finance...