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Sam Palmer

Studying PhD in Computational Finance and Financial Mathematics, with a focus on parallel computing and custom hardware.

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  • Member for 4 years, 8 months
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  • Last seen Mar 22 at 13:23

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Top Posts (6) All Questions Answers | Votes Newest

6 Heston Model Integration Oscillations Jul 13 '16
2 Practical precision for Options Pricing Oct 23 '17
2 Transforming and minimisation of the BS PDE Mar 29 '18
1 Trading over a Ornstein/AR process Aug 8 '14
0 Transform the payoff to be non-zero Apr 5 '18
-1 Numerical computation of Heston model Integral: Simpsone Rule or Gauss-Legendre Method Jul 13 '16

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