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· 2002 · arXiv 9868.00336

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physics.data-an 1

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2026 1

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CONDITIONAL 1

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Weak Form Recovery of Heston Type Stochastic Dynamics

physics.data-an · 2026-08-05 · conditional · novelty 6.0

Weak-form LASSO estimates Heston drift, diffusion, and leverage coefficients from price paths, with accurate diffusion and leverage recovery in simulation and proxy-sensitive negative leverage in market data.

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  • Weak Form Recovery of Heston Type Stochastic Dynamics physics.data-an · 2026-08-05 · conditional · none · ref 5

    Weak-form LASSO estimates Heston drift, diffusion, and leverage coefficients from price paths, with accurate diffusion and leverage recovery in simulation and proxy-sensitive negative leverage in market data.