Asymptotic behaviour of randomised fractional volatility models
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Applied Probability"
DOI: 10.1017/jpr.2019.27
Abstract: Abstract We study the asymptotic behaviour of a class of small-noise diffusions driven by fractional Brownian motion, with random starting points. Different scalings allow for different asymptotic properties of the process (small-time and tail behaviours… read more here.
Keywords: randomised fractional; asymptotic behaviour; behaviour randomised; volatility ... See more keywords
Mind training, stress and behaviour—A randomised experiment
Sign Up to like & getrecommendations! Published in 2021 at "PLoS ONE"
DOI: 10.1371/journal.pone.0258172
Abstract: In this paper, we evaluate the effects of a psychological training, called Mindfulness-Based Stress Reduction (MBSR) on stress and risk and time preferences. MBSR is a well-known psychological technique, which is believed to improve self-control… read more here.
Keywords: behaviour randomised; training; training stress; stress ... See more keywords