Search Results
| Search type | Search syntax |
|---|---|
| Tags | [tag] |
| Exact | "words here" |
| Author |
user:1234 user:me (yours) |
| Score |
score:3 (3+) score:0 (none) |
| Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
| Views | views:250 |
| Code | code:"if (foo != bar)" |
| Sections |
title:apples body:"apples oranges" |
| URL | url:"*.example.com" |
| Saves | in:saves |
| Status |
closed:yes duplicate:no migrated:no wiki:no |
| Types |
is:question is:answer |
| Exclude |
-[tag] -apples |
| For more details on advanced search visit our help page | |
Results tagged with option-pricing
Search options not deleted
user 42844
Questions about models for the valuation of option contracts.
5
votes
Accepted
Realised variance under simple rough volatility model
My answer on MSE has details on the computations of $\mathbb{E}(v_s \, | \, \mathcal{F}_t)$ and $\mathbb{E}(v_s \, | \, \mathcal{v}_t)$, which answers why the rough Bergomi model is not Markovian. See …
- 225