Quantitative Finance
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snowave

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

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  • NY, United States
  • Member for 4 years, 10 months
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  • Last seen May 12 '17 at 10:45

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8 How were these SDE derived? Jun 14 '16
3 How to derive an option price for an asset with these dynamics? Jun 16 '16
3 kalman filter update equation Jun 18 '16
2 How PCA is performed in the paper “Markov Models…” Jun 18 '16
2 Option price derivation with these dynamics Jun 23 '16
0 EM for conditional Gaussian model Jul 20 '16
0 EM for conditional Gaussian model Jul 26 '16

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