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Quantitative Finance
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Lost1
  • Member for 12 years, 5 months
  • Last seen more than a week ago
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Top posts
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11
How to choose a risk-neutral measure when the market is incomplete?
Nov 26, 2013
10
Is the price of European put option monotone in volatility if we replace BM in Black-Scholes with a general Levy process?
Jun 9, 2013
8
Does price of american (put) option exhibit smooth pasting in time direction under B-S model?
Jun 23, 2015
6
Boundary condition for Asian Option under Black-Scholes model
Jun 8, 2014
6
Stochastic volatility model with exponential OU volatility
Dec 30, 2013
5
A good book on option pricing from theoretical and practical aspect
Jan 19, 2014
5
How to prove price of Asian option under geometric averaging is cheaper than a European call?
Dec 15, 2013
5
Is vega of Black-Scholes European type option always positive?
May 4, 2013
5
How to use the stock as a numeraire to price a derivative with payoff of the form $(S_T f(S_T))^+$?
Jun 8, 2014
4
Foresight bias in least square monte carlo
Nov 19, 2015
Top network posts
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72
What should you do if you spotted a non-trivial error in a highly cited paper?
47
Enumerations of the rationals with summable gaps $(q_i-q_{i-1})^2$
40
switch-case statement without break
32
Generalisation of Dominated Convergence Theorem
22
mean and variance of reciprocal normal distribution