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
Risk Neutral Evaluation - Exchange/Spread Options
I have two assets, $S_1$ and $S_2$, which follow geometric Brownian motion processes. This implies that both $S_1$ and $S_2$ have a lognormal distribution. I'm trying to get the exchange option price ...
Sep 4 '13 at 3:28
newest spread-options risk-neutral-measure questions feed
Hot Network Questions
Draw the South Korean flag
What do "M", "G" and "B" buttons mean in an elevator?
Most memorable CS paper titles
Jumblers vs Rebuilders: Coding with Tetris Bricks - Area for Rebuilder Answers
Why are floating point numbers used often in Science/Engineering?
Is there a name for starting a chapter with a quote?
Are all anomers diastereomers?
Flip a Fair Coin
Make "axis cs" the default coordinate system in a PGFPlots plot
Up to your head in trouble
How does CSS and JS aggregration work in Drupal?
Did Obama say the USA is "no longer a Christian Nation"?
Path and Entry Template problems when developing locally
List of Features and Limits which can be activated/increased by the support
Can you cancel out a term if equal to zero?
Why do old russian guitar songs sound out of tune?
Simulate an arbitrary key event
Why don't Jets themselves, have a break apart, parachutable escape plan?
What is the PDF of a variable where a parameter is itself a random variable?
What would determine the interior temperature of a large space station?
Are there mathematical contexts where "finite" implicitly means "nonzero?"
Add empty space between div's content and bottom border
Dividing by 2 numbers at once, what is the answer?
How to solve SIDs mistmatching in SQL or orphaned users?
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