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peilun-he / PDSim

Web application for the polynomial diffuison model
MIT License
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README.md: Polynomial diffusion model #13

Closed taqtiqa-mark closed 8 months ago

taqtiqa-mark commented 9 months ago

This section should cite and place the PD model in the context of Filipovic & Larsson, 2016. Much the same way as the previous section does for Schwart & Smith.

This gives readers some assurance the project is not one more in a long line of mistaken exercises in cranking the handle of some stochastic calculus lemmas.

peilun-he commented 8 months ago

This section was rewritten in a similar way as Schwartz and Smith model: https://github.com/peilun-he/PDSim/commit/15d557c69196f01eee39a2b03abd506f25a838af.

taqtiqa-mark commented 8 months ago

Apologies for my ambiguity. If I understand correctly, this implements the Filipovic & Larsson, 2016 results/model.

If that is correct, should you not cite and place the PD model in the context of Filipovic & Larsson, 2016. Or do you claim to do something novel to Filipovic & Larsson, 2016?

taqtiqa-mark commented 8 months ago

The changes made in other issues resolve this issue.