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Danny

Apparently, this user prefers to keep an air of mystery about them.

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Top posts (13) All Questions Answers | Votes Newest

5 Option with payoff $K^2/S^2$ Aug 27 '15
4 Stationary distribution for square root process Apr 11 '15
4 Markov Decision Process in which actions don’t impact the system Jul 17 '18
4 Code examples of solving Stochastic Optimal Control problems Jul 20 '18
3 Asian Option with Geometric Averaging Jul 7 '15
2 Market Making Strategies Found by Hamilton-Jacobi-Bellman Equation Aug 3 '18
1 Put-Call relationship for Option on Forward Mar 29 '15
1 Option with payoff $K^2/S^2$ Aug 29 '15
1 CAPM and expected future spot price Nov 28 '16
1 Shape of smile after converting to prices Jun 10 '17
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