Quantitative Finance
Yian Pap's user avatar
Yian Pap's user avatar
Yian Pap's user avatar
Yian Pap
  • Member for 7 years, 8 months
  • Last seen more than a month ago
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All Questions Answers
Score Newest
answer
8
How are Brownian Bridges used in derivatives pricing in practice?
Nov 17, 2017
answer
5
Why is there a difference in American option prices when comparing pricing methods (Python)?
Mar 10, 2018
answer
3
Least Squares Monte Carlo Method for Option Pricing - Basis functions
Dec 21, 2017
answer
2
Foresight bias in least square monte carlo
Feb 8, 2016
answer
2
PDE pricing of barrier options in BS
Sep 8, 2017
answer
2
Black Scholes and high dividend paying stocks
Mar 13, 2018
answer
2
Error in barrier option pricing Monte Carlo
Dec 6, 2017
answer
2
SABR PDE spot/forward upper boundary condition implementation
Jun 15, 2018
answer
1
Finite Difference method in Matlab for SABR volatility model fails to provide correct option values
Jun 14, 2018
answer
1
Simulation of arithmetic asian option
Mar 18, 2018
Top network posts
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12
Why does Monte-Carlo integration work better than naive numerical integration in high dimensions?

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