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Calculon
  • Member for 10 years, 2 months
  • Last seen more than a week ago
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Top posts
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question
8
Hedging error in a stochastic volatility model
Dec 19, 2017
question
7
Calibrating Hull-White model
Feb 2, 2017
question
6
At the money put and call having the same price
Apr 7, 2017
question
5
Replicating a square derivative with calls and puts
Aug 15, 2017
question
3
Risk Neutral Pricing Necessary Condition
Aug 23, 2014
question
3
The portfolio whose return is the stochastic discount factor
Sep 11, 2015
question
3
Alternative derivation of the Black Scholes formula
Nov 19, 2018
question
2
Factors not working
Nov 24, 2016
question
2
What is the domain of the Black-Scholes operator?
May 29, 2018
answer
2
"Economic" Variables in Short Rate Models
Nov 5, 2018
Top network posts
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22
Why do positive definite symmetric matrices have the same singular values as eigenvalues?
12
Local martingale is locally uniformly integrable martingale?
11
How to evaluate $\int_0^\infty\frac{ \sin{x}}{x^2+1}dx$?
10
Joint distribution of Brownian motion and its running maximum
10
Quadratic variation of the Ornstein-Uhlenbeck process