Roth, A. E., and M. Sotomayor. "Stable Outcomes in Discrete and Continuous Models of Two-Sided Matching: A Unified Treatment." Revista de econometria 16, no. 2 (November 1996): 1–24.
Can discretely sampled financial data help us decide which continuous-time models are sensible? Diffusion processes are characterized by the continuity of their sample paths. This cannot be verified ...