214 reputation
5
bio website
location Paris, France
age 25
visits member for 4 months
seen 1 hour ago
stats profile views 20

May
9
accepted Non-arbitrage theory and existence of a risk premium
May
9
awarded  Scholar
May
9
accepted Foward-start option pricing
Apr
18
answered Foward-start option pricing
Apr
15
awarded  Teacher
Apr
12
revised Ito's Lemma - Integrand depends on upper limit of integration
added 14 characters in body
Apr
12
revised Ito's Lemma - Integrand depends on upper limit of integration
added 217 characters in body
Apr
12
comment Ito's Lemma - Integrand depends on upper limit of integration
Of course not. It's a typo, I forgott the terms. Thank you for note that
Apr
12
revised Ito's Lemma - Integrand depends on upper limit of integration
added 204 characters in body
Apr
12
revised Ito's Lemma - Integrand depends on upper limit of integration
added 215 characters in body
Apr
12
answered Ito's Lemma - Integrand depends on upper limit of integration
Apr
11
revised Gamma vs. Volatility Risk
added 53 characters in body
Apr
11
revised Foward-start option pricing
deleted 20 characters in body
Apr
11
revised Foward-start option pricing
added 4 characters in body; edited tags
Apr
10
revised Gamma vs. Volatility Risk
added 52 characters in body
Apr
10
revised Foward-start option pricing
added 7 characters in body
Apr
10
revised Foward-start option pricing
edited tags
Apr
9
comment Foward-start option pricing
@BrianB : No, it was a problem wich was proposed in a old exam.
Apr
9
revised Non-arbitrage theory and existence of a risk premium
added 7 characters in body
Apr
9
comment Non-arbitrage theory and existence of a risk premium
@quasi: I forgot this condition on $\sigma_t$ while typing. See edition.