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Freelunch

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

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Top Posts (17) All Questions Answers | Votes Newest

11 Market impact, why square root? Sep 27 '18
7 Equivalent Martingale Measure(EMM) of Inverse of Stock Price Feb 5 '18
4 Mark Joshi, The concepts and practice of mathematical finance chapter 6 exercise 4 Jan 19 '18
4 What is meant by innovations in volatility? Jan 23 '18
4 Martingale method for utility maximization - is the optimal strategy also a martingale? Mar 27 '17
4 Transform of payoff function $w_c=(\sqrt{y}-K)^+$ Feb 7
3 Expected value of a wiener process on an infinite time horizon with a barrier Jan 24 '17
3 Utility-optimal leverage with costs Feb 14 '17
3 Autocovariance of increments of a semimartingale Dec 4 '18
3 Solution to a Geometric Ornstein Uhlenbeck Process $dX_t = \kappa(\theta - X_t)dt + \sigma X_t dW_t$ Apr 13
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