hulik

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247 reputation

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visits	member for	8 months
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17 Questions

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8	reasonable asymptotic elasticity in utility maximization (paper by Kramkov / Schachermayer)
8	Hedging duality
8	Pricing in HJM framework
7	Utility maximisation
7	What is the relationship between Forward measures and LMM?

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247 Reputation

+25	How to prove that a set is upward directed? (american options)
+10	arbitrage condition in finite discrete time
+30	characterization of coherent risk measures
+5	reasonable asymptotic elasticity in utility maximization (paper by Kramkov / Schachermayer)

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22 Tags

0 mathematics × 9	0 pricing-formulae × 2
0 interest-rates × 5	0 term-structure
0 probability × 2	0 coherent-risk-measure
0 arbitrage × 2	0 no-arbitrage-theory
0 utility-theory × 2	0 american-options

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4 Accounts

	Quantitative Finance	247 rep	7
	Cross Validated	101 rep	1
	Theoretical Computer Science	95 rep	7
$Mathematics Stack Exchange$	Mathematics	67 rep	29

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