Quantitative Finance Meta
to customize your list.
more stack exchange communities
Start here for a quick overview of the site
Detailed answers to any questions you might have
Discuss the workings and policies of this site
Correlation decay in lognormal distribution
I noticed that if you use two correlated geometric brownian motions, the correlation structure decays in time pretty fast even for really high correlation values. I think that is not replicating ...
Mar 14 '13 at 0:40
newest brownian-motion correlation questions feed
Please welcome jmac, Community Manager of the Rising Sun
Hot Network Questions
Does a virus need to be clicked on to function?
intuitive way to get formula of cubic sum
What is a 'clutch' in competitive gaming? (Not in the car sense)
Double integral proofs
Can someone give me a counter-example?
Deriving a word for the activity of using a tool from the tool name ("grep")
How does SharePoint 2010 uses the SuperReader/SuperUser accounts?
Why use higher ISO when using a tripod and the object is static?
"Do Not Disturb" tags in hotels, how can they be improved?
Does the "Nonstop Elevator Hack" work?
Examples of famous 'workhorse' theorems
What does Error 000885: Input Signature file does not have file extension indicate?
Are there any English one-word equivalents for "je ne sais quoi"?
Can a person happen? Is "Zodanga happened" correct?
\centering\arraybackslash with an array environment?
When I am prompted to restart after uninstalling software, is a shutdown okay too?
Is there an affordable way for non-students to subscribe to multi-journals/archives?
How could two circles be connected when one has an interrupted edge ring?
XML format for game data
How to ask "how often" in French?
If the USS Equinox crew joined the USS Voyager, who would be captain?
The argument between Ron and Hermione after the Yule Ball
Teaching ukemi to children
Why is a constructor necessary in a const member struct?
more hot questions
Life / Arts
Culture / Recreation
TeX - LaTeX
Unix & Linux
Ask Different (Apple)
Geographic Information Systems
Science Fiction & Fantasy
Seasoned Advice (cooking)
Personal Finance & Money
English Language & Usage
Mi Yodeya (Judaism)
Cross Validated (stats)
Theoretical Computer Science
Meta Stack Exchange
Stack Overflow Careers
site design / logo © 2014 stack exchange inc; user contributions licensed under
cc by-sa 3.0