crazy88 comments on CEV-inspired models - Less Wrong Discussion
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Comments (41)
If you have the time, I'd be interested to know what these desirable properties are (or would be happy to read a paper on the topic if you have one to suggest).
We're working on those at the moment, so they're still in flux; but we'll put them out there once we've firmed them up.
Cool, I'll keep my eye out.