network profile
| bio | website | |
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| location | ||
| age | ||
| visits | member for | 6 months |
| seen | 1 hour ago | |
| stats | profile views | 20 |
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May 11 |
revised |
What is the average stock price under the Bachelier model? added 18 characters in body |
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May 11 |
revised |
RQuantLib, Hoadley and Bloomberg YAS: fixed rate bond pricing differences? added 36 characters in body |
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May 1 |
revised |
In Black-Scholes, why is $\log{\frac{S_{t+\triangle t}}{S_t}} \sim \phi{((\mu - \frac{1}{2}\sigma^2)\triangle t, \sigma^2 \triangle t)}$? added 18 characters in body |
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May 1 |
revised |
In Black-Scholes, why is $\log{\frac{S_{t+\triangle t}}{S_t}} \sim \phi{((\mu - \frac{1}{2}\sigma^2)\triangle t, \sigma^2 \triangle t)}$? added 18 characters in body |
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Dec 11 |
revised |
What is the average stock price under the Bachelier model? added 118 characters in body |
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Dec 8 |
revised |
Version of Girsanov theorem with changing volatility added 511 characters in body |
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Dec 8 |
revised |
What is the average stock price under the Bachelier model? deleted 4 characters in body |
