In mathematics, the Chan–Karolyi–Longstaff–Sanders process (abbreviated as CKLS process) is a stochastic process with applications to finance. In particular...

Oxford University Press. ISBN 978-0-19-957474-2. Chan, K. C.; Karolyi, G. A.; Longstaff, F. A.; Sanders, A. B. (1992). "An empirical comparison of alternative...

statistics, econometrics, and signal processing, an autoregressive (AR) model is a representation of a type of random process; as such, it can be used to describe...

statistics, diffusion processes are a class of continuous-time Markov process with almost surely continuous sample paths. Diffusion process is stochastic in...

Sons. 2004. ISBN 978-0-470-84676-6. K. C. Chan, G. Andrew Karolyi, Francis Longstaff, and Anthony Sanders (1992). An Empirical Comparison of Alternative...

statistics, a continuous-time stochastic process, or a continuous-space-time stochastic process is a stochastic process for which the index variable takes a...

{\displaystyle \max(F_{T}-K,\;0)} under the probability distribution of the process F t {\displaystyle F_{t}} . Except for the special cases of β = 0 {\displaystyle...

functions of the variables. A one-dimensional GRF is also called a Gaussian process. An important special case of a GRF is the Gaussian free field. With regard...

himself was influenced by Hédi Soula. Galves and Löcherbach referred to the process that Cessac described as "a version in a finite dimension" of their own...