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What are common ways to realistically simulate the stock market using historical market data?

You can generate an arbitrary amount of data with various hurst values using the hurst package in python. There are examples in the documentation but for a Geo Brownian Motion a hurst of 0.5 suffices. ...
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Simulating Correlation (but sample correlation is always too low)

Sample correlation is known to be a biased estimator. Biased estimators are perfectly acceptable, and many common estimators are biased, such as: Sample standard deviation $s$ Logistic regression ...
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Do basket options have a closed form valuation formula?

There are many approximations for basket options, they all make different assumptions. The most accurate one cited for European baskets that have only positive weights is Ju 2002, which uses a Taylor ...
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