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12 votes
1 answer
3k views

Feller Condition (Cox-Ingersoll-Ross) source

3 votes
1 answer
76 views

Dividend and Gain process in paper by Brigo, Buescu, Pallavicini and Liu

17 votes
4 answers
15k views

Why do we usually model returns and not prices?

0 votes
0 answers
72 views

Hitting time of Brownian motion with drift using Feynman-Kac

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0 answers
35 views

Does the Lévy characterization imply that the price process of any asset is a Brownian motion?

2 votes
0 answers
48 views

NFT Floor Price

0 votes
1 answer
239 views

Solving SDE using integration factor and Ito's lemma

0 votes
1 answer
76 views

Implication of unique risk neutral measure

0 votes
1 answer
312 views

Monte Carlo simulation for OTM options under stochastic volatility

2 votes
0 answers
93 views

Pricing a put-option in the Heston Model

4 votes
2 answers
358 views

Transformation of local volatility model

0 votes
0 answers
73 views

GARCH option pricing

3 votes
1 answer
384 views

How to calculate the covariance involving Stochastic process

0 votes
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49 views

Python/Matlab code to price options under Heston-Hull-White (or Heston-CIR) using sparse grid/finite difference methods

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