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20182026
most citedModeling Volatility of Disaster-Affected Populations: A Non-Homogeneous Geometric-Skew Brownian Motion Approach

2 citations · 4 across the 6 of their papers we have counts for

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q-fin.MF2026

The skew Brownian motion should not be used as a risk-neutral returns process: a well-posed skew-normal alternative

Lorenzo Torricelli, Michele Bufalo

Return models for risk-neutral financial valuation based on skew Brownian motions (SBMs) have been introduced about twenty years ago, and have recently enjoying growing popularity.…