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Mar
7
awarded  Nice Answer
Mar
7
revised Wiener process proof
deleted 1 characters in body; edited title
Mar
6
revised An alternative to the Gaussian distribution to describe/fit market stock returns
deleted 2 characters in body; edited title
Mar
5
answered What would be an alternative if the VaR model is not acceptable?
Mar
5
reviewed Approve Which interest rate model for which product
Mar
4
awarded  Notable Question
Mar
4
comment Algorithmical replication of a profit and loss function using different options
Did the answers help you? If yes please consider accepting one of them - thank you :-)
Mar
4
comment Algorithmical replication of a profit and loss function using different options
@sets: New link should work now - thank you again for notifying me.
Mar
4
revised Algorithmical replication of a profit and loss function using different options
deleted 26 characters in body
Mar
4
comment Algorithmical replication of a profit and loss function using different options
It seems as though this domain is for sale and the new domain owner disallowed the site being searched by its robots.txt. archive.org seems to block the whole domain now. :-( What I will try is to contact the old owner and ask if it is ok with him to transfer this paper to a different destination... come back to you...
Mar
4
revised Algorithmical replication of a profit and loss function using different options
edited title
Mar
4
comment Algorithmical replication of a profit and loss function using different options
@sets: This is really strange... I don't know what happened... trying to fix it... come back to you later! Thank you for letting me know.
Mar
3
reviewed Approve Linear-Boundary Crossing Problem for Brownian Motion
Mar
1
reviewed Approve Pre-trade evaluation and risk assessment of option trading strategies (in market practice)
Mar
1
comment Algorithmical replication of a profit and loss function using different options
@sashkello: Thank you for your comment, in general I agree with your points but in this case I think it won't add much value to rephrase the steps of the algorithm here because they are really well explained in the paper - plus: this link won't go dead because it is the archived version already (I tried to explain that in my answer).
Feb
28
reviewed Approve Sharpe Ratio, annualized monthly returns vs annual returns vs annual rolling returns?
Feb
28
answered Algorithmical replication of a profit and loss function using different options
Feb
26
revised What return equation is Engle referring to in his Nobel lecture?
edited title
Feb
25
awarded  Nice Question
Feb
16
revised Is it possible to understand financial theory without mathematics?
added 901 characters in body