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Jun
28
awarded  Supporter
Jun
28
answered How do I estimate the joint probability of stock B moving, if stock A moves?
Jun
28
comment What is Ito's lemma used for in quantitative finance?
Itô's lemma is also applicable if $f$ is a $C^1$ function in time and space and also $C^2$ in space everywhere except in a countable set of points
Mar
8
awarded  Student
Mar
7
asked Enhancing Monte-Carlo convergence (crude method)