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 spread-options correlation questions feed
Hot Network Questions
Physical significance of negative temperature
Trolling the troll
What is a fixed point in the context of Roger's fixed-point theorem?
Role of Quality Assurance (Not testing!) in Agile
What? No error?
Absolute value in the argument of a logarithm
Why are vote buttons on Stack Exchange shown when they can't be used?
extracting to a directory other than the current directory with pax archiver
Dell u2311h Monitor gone bad, which capacitors do I replace?
Dad jokingly told boss that I called him dumb to my shock
RSA 2048 keypair generation: via openssl 0.5s via gpg 30s, why the difference?
SNMP v2: What is the difference between SNMP v2c and SNMP v2u
Is zero forcing Optimization technique or Equalization technique?
OSX Mavericks Root User
Bicycle Storage: Does Kvartal method need studs (or other suggestions)?
Solo Developer at a Startup
Automatically check if a math character is greek or latin
Alternative ways to say "I cannot answer that question"?
As a sound designer, how often and when do you decide "that doesn't need a sound"?
Why does water gulp out of a water bottle with a narrow opening instead of a steady flow?
Why do movies still have credits?
What should a GM do about players using magic in unforeseen, breaking ways?
Why certain currencies are considered safe havens in times of turmoil
Comparing German words for different contexts of "commute" to mean traveling to work?
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 Overflow
Stack Overflow Careers
site design / logo © 2014 stack exchange inc; user contributions licensed under
cc by-sa 3.0