178 reputation
6
bio website nicolasessisbreton.com
location Montreal, Canada
age 30
visits member for 2 years, 4 months
seen Oct 29 at 14:20

I'm a graduate math student at Concordia University, Montreal.


Jan
14
asked Approximating the PDE price of an option with a binomial model
Sep
10
asked Do you use software for finite element valuation or do you roll your own?
Dec
7
awarded  Autobiographer
Oct
21
awarded  Nice Question
Aug
6
awarded  Scholar
Aug
6
accepted Reference request: Survey article on GPU in Finance
Jul
23
comment Reference request: Survey article on GPU in Finance
@RYogi I had the references I found. Per Oleg comment, I guess in day-to-day QF GPU are probably rare. But there is nonetheless an active research on them in finance.
Jul
23
awarded  Editor
Jul
23
revised Reference request: Survey article on GPU in Finance
added founded ref per request in the comment
Jul
23
awarded  Supporter
Jul
23
asked Reference request: Survey article on GPU in Finance
Jul
16
awarded  Student
Jul
16
asked Arbitrage free price of a derivative when the price is collected over the lifetime of the derivative