Upper bound concerning Snell envelope @Paul 1) There doesn't exist any "arbitrage of points" 2) Bounty was not initiated by Christian 3) "It seems not so ethic" to silently crosspost your question and 4) If you cannot give the bounty, the Community can (and will)
Recover full tick data from missing tick data @Ryogi I fully agree. The only case I see this useful is testing a time series algorithm on the tick data with different "densities" and checking its stability, etc.
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