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Antonius Gavin

My name is Antonius Gavin. My interests are in statistics, mathematical finance and computer science.

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  • Member for 5 years, 11 months
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  • Last seen Oct 23 '17 at 20:51

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12 What is the fair price of this option? Mar 24 '15
8 Why is $C(t,S_t)/B_t$ a martingale? Jun 3 '15
7 Is this application of Ito's lemma correct? Mar 25 '15
5 R package for portfolio May 19 '15
4 For $B_t$ a Brownian motion what is the probability that $B_1>0$ and $B_2<0$? May 15 '15

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