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Jul
14
revised How to estimate real-world probabilities
tag added, related to potential solution
Jun
12
accepted Validation of Bates SVJ model
Jun
10
revised From Fourier Transforms to Option Values
clarified question (not necesarily related to FTT)
Apr
21
asked Validation of Bates SVJ model
Jan
29
answered Option Prices under the Heston Stochastic Volatility Model
Nov
19
accepted Black-box local volatility pricer
Nov
14
revised Black-box local volatility pricer
added 34 characters in body
Nov
14
comment Black-box local volatility pricer
I did not say that the local vol points are above 0.194. The local volality is unknown to me (hence the black box). What is above 0.194 are all the implied vol points that were used as an input.
Nov
11
revised Black-box local volatility pricer
added 4 characters in body
Nov
11
asked Black-box local volatility pricer
Oct
21
comment Option pricing ? Where to get the dividend yield from?
experquisite: perhaps you could help me with some of the questions I mention here: quant.stackexchange.com/questions/7841/…
Oct
15
revised How to estimate real-world probabilities
deleted 2 characters in body
Oct
15
revised How to estimate real-world probabilities
deleted 56 characters in body
Aug
25
awarded  Popular Question
Jul
24
comment What happens when bond price is less than the recovery rate
Sam, here is a related question that might be also of interest: quant.stackexchange.com/questions/8483/…
Jul
17
revised How to estimate real-world probabilities
deleted 28 characters in body
Jul
2
awarded  Curious
Jun
21
awarded  Popular Question
May
7
revised Valuation of Cox-Ross-Rubinstein Model
formattting changes and corrected reference to integer b, instead of c
May
7
suggested approved edit on Valuation of Cox-Ross-Rubinstein Model