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Andrei

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148 reputation
bio website visits member for 8 months
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2 Questions

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Why hold options when you can dynamically replicate their payoff?
9
Is the stock price process a martingale or a Markov process?

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1 Answer

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Is there an all Java options-pricing library (preferably open source) besides jquantlib?

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replication
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options × 2
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martingale
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Quantitative Finance Quantitative Finance 148 rep 4
Stack Overflow Stack Overflow 132 rep 19
Mathematics Mathematics 7 rep 1

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