Occupied processes augment Markov processes with occupation flows to enable Markovian lifts and an Ito calculus for path-dependent PDEs where occupation acts as time.
Title resolution pending
2 Pith papers cite this work. Polarity classification is still indexing.
2
Pith papers citing it
verdicts
UNVERDICTED 2representative citing papers
The LOV model auto-calibrates to European vanilla options and adds tunable path-dependent volatility effects via an occupation sensitivity function.
citing papers explorer
-
Occupied Processes: Going with the Flow
Occupied processes augment Markov processes with occupation flows to enable Markovian lifts and an Ito calculus for path-dependent PDEs where occupation acts as time.
-
Pricing with Passion: The Local Occupied Volatility (LOV) Model
The LOV model auto-calibrates to European vanilla options and adds tunable path-dependent volatility effects via an occupation sensitivity function.