Rodrigo de Azevedo

Member for 7 years, 6 months
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Europe

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betting

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Determining bet sizes given odds

Nov 25

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betting

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arbitrage

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How we can derive the PIDE of double exponential jump-diffusion model (Kou model)?

+2

Bond convexity Treasuries futures

+2

Kou model — solving PIDE for European and American options in Python

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short-rate tag wiki excerpt

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