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user1690846

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119 reputation
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visits member for 6 months
seen May 17 at 10:06
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119 reputation
bio website visits member for 6 months
6 badges
location seen May 17 at 10:06
summary answers questions tags badges favorites bounties reputation activity

6 Questions

votes activity newest
7
GBM 3d plot with R
5
How to simulate stock prices using variance gamma process?
4
Rubinsteins Implied Binomial Tree - how to calculate the cumulative returns
4
How to simulate stock prices with a Geometric Brownian Motion?
3
How to simulate a Merton Jump Diffusion process?
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119 Reputation

+5 How to simulate a Merton Jump Diffusion process?
+5 GBM 3d plot with R
+5 How to simulate stock prices using variance gamma process?
+5 How to simulate stock prices with a Geometric Brownian Motion?
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0 Answers

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This user has not answered any questions

9 Tags

0
stochastic-processes × 3
0
r
0
brownian-motion × 2
0
hedging
0
simulations × 2
0
black-scholes
0
equities
0
binomial-tree
0
variance-gamma

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Quantitative Finance Stack Exchange Quantitative Finance 119 rep 6
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6 Badges

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9 Votes Cast

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9 up 7 question 7
0 down 2 answer
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