John Tyree

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38 reputation

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bio	website	john.bitsurge.net/blag
	location	Amsterdam, NL
	age	26
visits	member for	1 year, 1 month
	seen	Feb 14 at 15:20
stats	profile views	22

Just trying to learn something useful.

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2 Questions

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5	How does one go from measure P to Q(risk-neutral) when modeling an asset paying dividends?
2	Can the Heston model be shown to reduce to the original Black Scholes model if appropriate parameters are chosen?

38 Reputation

+25	How does one go from measure P to Q(risk-neutral) when modeling an asset paying dividends?
+10	Can the Heston model be shown to reduce to the original Black Scholes model if appropriate parameters are chosen?

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9 Tags

0 option-pricing × 2	0 black-scholes
0 risk-neutral-measure	0 heston
0 stochastic-calculus	0 mathematics
0 stochastic-processes	0 modeling
0 stochastic-volatility

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