I am looking for some examples or attempts of using simultaneous stochastic differential equations for financial analysis but there has been none so far.

Is it just so nasty to apply such thing in modeling or is just me that cannot find any related documents?

  • $\begingroup$ Do you mean like generating correlated SDEs for exotic options? $\endgroup$ – HelloWorld Oct 16 '15 at 13:55
  • $\begingroup$ @Student T. Yes, thank you. I just finished my undergraduate and wonder if use of simultaneous SDEs are helpful to understand relationship between industries like the predator-prey model in biomaths and enhance the forecasting $\endgroup$ – hmmmmm Oct 16 '15 at 16:10
  • $\begingroup$ In so called Stochastic Volatility models there are 2 interrelated SDE's: one for the vol and one for the price. An example is the Heston Model. $\endgroup$ – noob2 Oct 16 '15 at 18:23

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