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A note on multi-transitivity in non-autonomous discrete systems
Hongbo Zeng
https://arxiv.org/abs/2505.24657 https://arxiv.org/pdf/25…

A note on multi-transitivity in non-autonomous discrete systems
This paper is concerned with some stronger forms of transitivity in non-autonomous discrete systems$(f_{ 1,\infty})$ generated by a uniformly convergent sequence of continuous self maps. Firstly, we present two counterexamples to show that Theorem 3.1 obtained by Salman and Das in [Multi-transitivity in nonautonomous discrete systems Topol. Appl. 278(2020)107237] is not true. Then, we introduce and study mildly mixing in non-autonomous discrete systems, which is stronger than mixing. We obtain …

This https://arxiv.org/abs/2501.17490 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_qfi…

Pricing Carbon Allowance Options on Futures: Insights from High-Frequency Data
Leveraging a unique dataset of carbon futures option prices traded on the ICE market from December 2015 until December 2020, we present the results from an unprecedented calibration exercise. Within a multifactor stochastic volatility framework with jumps, we employ a three-dimensional pricing kernel compensating for equity and variance components' risk to derive an analytically tractable and numerically practical approach to pricing. To the best of our knowledge, we are the first to provide an…