Quantitative Finance
Danny
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6 Option with payoff $K^2/S^2$ Aug 27 '15
5 Markov Decision Process in which actions don’t impact the system Jul 17 '18
5 Code examples of solving Stochastic Optimal Control problems Jul 20 '18
4 Stationary distribution for square root process Apr 11 '15
4 Asian Option with Geometric Averaging Jul 7 '15
3 Put-Call relationship for Option on Forward Mar 29 '15
3 Market Making Strategies Found by Hamilton-Jacobi-Bellman Equation Aug 3 '18
2 Option with payoff $K^2/S^2$ Aug 29 '15
1 Put-Call relationship for Option on Forward Apr 4 '15
1 Gatheral's change of variables for stochastic volatility PDE Jun 17 '17
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