network profile
| bio | website | |
|---|---|---|
| location | Paris, France | |
| age | 25 | |
| visits | member for | 5 months |
| seen | 3 hours ago | |
| stats | profile views | 23 |
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Jun 7 |
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Change option B&S pricing @Imorin: It's not a homework question, even if it's a basic question. I've just got stuck and so I'd like some help. This question interest me as a inspiration for an bigger problem. |
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Apr 12 |
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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 |
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Apr 9 |
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Foward-start option pricing @BrianB : No, it was a problem wich was proposed in a old exam. |
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Apr 9 |
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Non-arbitrage theory and existence of a risk premium @quasi: I forgot this condition on $\sigma_t$ while typing. See edition. |
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Apr 9 |
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Non-arbitrage theory and existence of a risk premium @quasi: You are totally right! Thank you for the correction. |
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Apr 8 |
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Non-arbitrage theory and existence of a risk premium @AlexeyKalmykov: I really don't know, but I'd like too if it makes part of a book. It was part of an exam question that I couldn't answer. If you find it somewher, please let me know. |
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Feb 25 |
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Upper bound concerning Snell envelope Sorry everybody, spetially Christian Fries, I totaly misunderstood the procedure to start a bounty and all. I'm ashamed guys. |
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Feb 23 |
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Upper bound concerning Snell envelope I can't give you a bounty, because firt of all your answer is not suffitiently complete and also I've already obtained very complete answers in math.stackexchange.com/questions/302466/ and mathoverflow.net/questions/121744/… many days before you give yours. So it semms not so ethic of your part start a bounty just to obtain an arbitrage of points. It's the kind of thing I see just in a forum of finance, never in science one. |
