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awarded  Popular Question
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Jul
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accepted Question about equations and risk factors.
Jun
21
accepted What is Ito's lemma used for in quantitative finance?
Jun
20
asked What is Ito's lemma used for in quantitative finance?
Jun
20
accepted Divergence issue with my monte carlo pricer…
Jun
20
revised Divergence issue with my monte carlo pricer…
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Jun
20
asked Divergence issue with my monte carlo pricer…
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19
awarded  Commentator
Jun
19
comment Vanilla European options: Monte carlo vs BS formula
Thanks!
Jun
19
comment Vanilla European options: Monte carlo vs BS formula
Thanks! Just one last doubt remains: up to how many decimals do I need to get the difference to vanish?
Jun
19
accepted Vanilla European options: Monte carlo vs BS formula
Jun
18
comment Vanilla European options: Monte carlo vs BS formula
@Vytautas. Thanks. What do you mean by close match? Up to how many decimals for instance?
Jun
18
asked Vanilla European options: Monte carlo vs BS formula
Jun
18
asked What are the rules for quoting option prices on the market?
Jun
18
comment Monte carlo methods for vanilla european options and Ito's lemma.
@chrisaycock: done