Quantitative Finance
peter carr's user avatar
peter carr's user avatar
peter carr's user avatar
peter carr
  • Member for 8 years, 11 months
  • Last seen more than 5 years ago
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16
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2
Posts
50
Posts %
14
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1
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25
Posts %
14
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1
Posts
25
Posts %
8
Score
2
Posts
50
Posts %
4
Score
1
Posts
25
Posts %
4
Score
1
Posts
25
Posts %
Top posts
All Questions Answers
Score Newest
answer
14
Stop-loss start-gain paradox: Why is it a 'paradox'?
Mar 3, 2018
answer
4
Why it is not possible to price American perpetual call option using PDE approach?
Mar 3, 2018
answer
4
Asymptotic behavior of theta of vanilla call option
Dec 30, 2014
answer
2
Put Call Symmetry
Jun 1, 2018

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