Information-Driven Volatility as a Measure-Valued Stochastic Process: A Probability-Theoretic and Control-Theoretic Framework for Market Dynamics

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Yifan Guo

DOI: 10.2139/ssrn.6084406

Cited by: 0

Fields of Study & Subjects

Stochastic processes and financial applications Financial Risk and Volatility Modeling Financial Markets and Investment Strategies