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Quantitative Finance
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Richard
  • Member for 9 years, 9 months
  • Last seen more than a month ago
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16
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38
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5
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31
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25
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Top posts
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question
8
Integral-differential equation for forward rates
Dec 10, 2014
question
7
Stochastic control (HJB) for wealth process involving stopping times
Mar 1, 2015
question
6
risk-neutral valuation implies no arbitrage?
Nov 29, 2014
question
5
arbitrage in Heston model
Nov 27, 2014
question
5
Option pricing: Relationship between Theta and early exercise
Sep 30, 2019
question
4
Understanding the notion of future options
Oct 5, 2019
question
3
Pricing of future options
Oct 5, 2019
question
3
Black Scholes model: condition of payout function
Nov 25, 2014
question
3
Replication of a call option by cash-or-nothing digital option
Nov 30, 2014
question
2
Pricing digital options in discrete time
May 10, 2015
Top network posts
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55
Density of first hitting time of Brownian motion with drift
18
Integral of Brownian motion is Gaussian?
8
proving equalities in stochastic calculus
7
Continuous-time version of Fatou's lemma
7
Brownian motion proof of Dirichlet problem