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Nov
14
revised Skewness and Kurtosis under aggregation
the last formula for ex. kurtosis is wrong; trivial edit, but very important.
Nov
10
revised How do you explain the volatility smile in the Black-Scholes framework?
response to coder guy
Oct
29
revised Why the interest rate for put-call parity is not constant?
synthetic bond
Oct
18
revised Why the interest rate for put-call parity is not constant?
I lied.
Oct
15
revised Searching for pairs-trading in sub O(n^2 t) time
fixed math mistake