network profile
| bio | website | fairmat.com |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 6 months |
| seen | Jan 10 at 11:11 | |
| stats | profile views | 3 |
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Jan 8 |
comment |
Longstaff Schwartz method The wikipedia page you mention is about continuous (time dependent) cash-flows. Every rate of cash flows FV(t) is discounted with exp(-\lambda t). In the change I suggested t is j*dt. |
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Jan 8 |
answered | Longstaff Schwartz method |
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Jan 8 |
answered | Reasonable Hull & White parameters |
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Jan 6 |
answered | Fastest solver possible for portfolio optimization |
