Sunday, January 17, 2021

Stochastic (Martingale):

 Martingale-

Martingales are a class of real-valued stochastic processes in discrete time: Brownian Motion, Brownian Motion with drift, Wald’s martingale.

Properties:


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R3 chase - Pursuit

PIT PD Modeling Using Systematic Factor Approach

 Python Code and Data : https://drive.google.com/drive/folders/1d7vkT9SeXlELPjRRKDU3qUezibQaUL-y?usp=sharing Robust methodology to estimate ...