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S_H

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465 reputation
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visits member for 2 years, 4 months
seen Sep 29 '12 at 19:09
stats profile views 30

465 reputation
 bio website visits member for 2 years, 4 months
48 badges
 location seen Sep 29 '12 at 19:09
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6 Questions

views newest activity votes
3
9
votes
1
answer
264
views

Appropriate measure of Volatility for economic returns from an asset?

options black-scholes volatility real
feb 8 '11 at 8:15 dragunov 131
4
6
votes
1
answer
335
views

What is the best method to compute project volatility in Real Option Valuation?

options real volatility
may 6 '11 at 1:33 glyphard 2,468
2
4
votes
1
answer
177
views

Can we explain physical similarities between Black Scholes PDE and the Mass Balance PDE (e.g. Advection-Diffusion equation)?

correlation black-scholes differential-equations relationship
mar 22 '12 at 9:28 mepuzza 266
 
3
votes
1
answer
456
views

Few questions on Binomial-Lattice Option Valuation

binomial-tree fundamentals
apr 2 '11 at 5:08 S_H 465
 
3
votes
2
answers
624
views

Risk neutral probability in binomial lattice option coming greater than 1…what's wrong?

probability binomial-tree
apr 1 '11 at 8:40 Ilya 846
 
2
votes
0
answers
82
views

Difference between kappa and delta in mixed-effects model

time-series stochastic-processes random-variables
sep 29 at 19:11 S_H 465
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