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Chan-Ho Suh

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Student in the M.S. in Mathematical Finance program at Rutgers. Previously a math researcher in academia.


134 reputation
bio website eden.rutgers.edu/~cs869 visits member for 11 months
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location seen May 9 at 23:42
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Monte carlo methods for vanilla european options and Ito's lemma.

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+3 Doesn't a perpetual option contradict the Black-Scholes framework?
+30 Monte carlo methods for vanilla european options and Ito's lemma.

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Doesn't a perpetual option contradict the Black-Scholes framework?

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