The paper reports that a regime-switching Heston jump-diffusion model fits XRP price data better than geometric Brownian motion and claims this improves simulated remittance settlement success.
Stochastic volatility modeling
1 Pith paper cite this work, alongside 88 external citations. Polarity classification is still indexing.
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Stochastic Dynamics of Ripple XRP for Cross-Border Settlement Optimization
The paper reports that a regime-switching Heston jump-diffusion model fits XRP price data better than geometric Brownian motion and claims this improves simulated remittance settlement success.