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q-fin.CP2011★ 2 cited
Is a probabilistic modeling really useful in financial engineering? - A-t-on vraiment besoin d'un modèle probabiliste en ingénierie financière ?
Michel Fliess, Cédric Join, Frédéric Hatt
A new standpoint on financial time series, without the use of any mathematical model and of probabilistic tools, yields not only a rigorous approach of trends and volatility, but a…
q-fin.CP2011★ 7 cited
Volatility made observable at last
Michel Fliess, Cédric Join, Frédéric Hatt
The Cartier-Perrin theorem, which was published in 1995 and is expressed in the language of nonstandard analysis, permits, for the first time perhaps, a clear-cut mathematical defi…