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Victor

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

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  • Member for 2 years, 1 month
  • 9 profile views
  • Last seen Apr 19 at 16:11

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Top Posts (10) All Questions Answers | Votes Newest

3 Why is it more accurate to simulate ln(S) rather than S? Feb 25
3 Binomial Trees vs FDM Feb 25
3 Expectation in a stochastic differential equation Mar 31
3 Strategy for implied volatility Apr 2
2 Vega for long long-term ATM call and short short-term ATM call Apr 4
1 Strategy if dividend is lower than expected Apr 4
1 Why currencies and futures contracts can be considered as assets with known yields? Feb 25
1 Explicit Euler stability for the Heat Equation (FDM) Feb 26
1 Interest rates, effect on call price Mar 28
1 Gaussian copula: contract price Mar 30

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