Quantitative Finance
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crow
  • Member for 5 years, 11 months
  • Last seen more than a month ago
  • github.com/crowlogic/arb4j
  • here
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Email: [email protected]

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All Questions Answers
Score Newest
answer
6
Simulating the Rough Heston
Nov 3, 2020
answer
4
What mathematical theory is required for high frequency trading?
Jun 17, 2019
answer
2
How can one effectively approximate the fill portion of a limit order in a FIFO order book given it's recent state?
Aug 16, 2019
answer
2
Is there something for API trading in E-mini S&P 500 Futures or other futures
Nov 8, 2020
answer
2
How to solve numerically the IDE of GUILBAUD & PHAM model?
Aug 8, 2022
answer
1
Pegged Orders Positioning
Mar 21, 2021
question
0
Heston Process: Accept-Reject Sampling to Alleviate the Problem of Negative Variances
Feb 19
Top network posts
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18
Does $\int_0^{\infty} \left( p + q W \left( r e^{- s x + t} \right) + u x \right) e^{- x} d x$ have a closed-form expression?
9
does this Newton-like iterative root finding method based on the hyperbolic tangent function have a name?
7
Finding the MLE for a univariate exponential Hawkes process
7
Does $N_0(T) =N(T)$ where $N$ is the exact Riemann $\zeta$ zero counting function and $N_0$ is the approximate zero counting function imply the RH?
7
Why does the Newton-Raphson method not converge for some functions?

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