Stack Exchange
sign up | log in |

Quantitative Finance beta
  • Questions
  • Tags
  • Tour
  • Users
  • Ask Question

Lost1

less info
stack exchange network profile network profile
172 reputation
7
bio website non-existent
location United Kingdom
age 22
visits member for 6 months
seen Jun 14 at 13:48
stats profile views 15

I study (not enough) maths, but mainly probability.
172 reputation
 bio website non-existent visits member for 6 months
7 badges
 location United Kingdom seen Jun 14 at 13:48
summary answers questions tags badges favorites bounties reputation activity

6 Questions

views newest activity votes
2
4
votes
1
answer
280
views

Black-Scholes American Put Option

black-scholes american-options
nov 29 at 18:31 Lost1 172
 
3
votes
1
answer
76
views

Is the price of European put option monotone in volatility if we replace BM in Black-Scholes with a general Levy process?

volatility option-pricing black-scholes
jun 10 at 15:40 Brian B 6,183
 
3
votes
2
answers
236
views

Is vega of Black-Scholes European type option always positive?

black-scholes european-options
may 7 at 13:43 Brian B 6,183
 
2
votes
2
answers
139
views

Quadratic variation quesiton

stochastic-calculus
may 13 at 13:56 Christian Fries 921
 
1
vote
2
answers
103
views

Relationship between European, American options volatility

volatility black-scholes american-options jump-models
may 7 at 15:20 ast4 371
 
0
votes
1
answer
88
views

Reference on SDE driven by jump processes

option-pricing
feb 22 at 9:45 Richard 1,399
about help badges blog chat data legal privacy policy jobs advertising info mobile contact us feedback
Technology Life / Arts Culture / Recreation Science Other
  1. Stack Overflow
  2. Server Fault
  3. Super User
  4. Web Applications
  5. Ask Ubuntu
  6. Webmasters
  7. Game Development
  8. TeX - LaTeX
  1. Programmers
  2. Unix & Linux
  3. Ask Different (Apple)
  4. WordPress Answers
  5. Geographic Information Systems
  6. Electrical Engineering
  7. Android Enthusiasts
  8. IT Security
  1. Database Administrators
  2. Drupal Answers
  3. SharePoint
  4. User Experience
  5. Mathematica
  6. more (14)
  1. Photography
  2. Science Fiction & Fantasy
  3. Seasoned Advice (cooking)
  4. Home Improvement
  5. more (13)
  1. English Language & Usage
  2. Skeptics
  3. Mi Yodeya (Judaism)
  4. Travel
  5. Christianity
  6. Arqade (gaming)
  7. Bicycles
  8. Role-playing Games
  9. more (21)
  1. Mathematics
  2. Cross Validated (stats)
  3. Theoretical Computer Science
  4. Physics
  5. more (7)
  1. Stack Apps
  2. Meta Stack Overflow
  3. Area 51
  4. Stack Overflow Careers
site design / logo © 2013 stack exchange inc; user contributions licensed under cc-wiki with attribution required
rev 2013.6.17.742