Quantitative Finance
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Lost1

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

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  • Member for 8 years
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  • Last seen Nov 20 at 10:26

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9 Is the price of European put option monotone in volatility if we replace BM in Black-Scholes with a general Levy process? Jun 9 '13
9 How to choose a risk-neutral measure when the market is incomplete? Nov 26 '13
8 Does price of american (put) option exhibit smooth pasting in time direction under B-S model? Jun 23 '15
6 Boundary condition for Asian Option under Black-Scholes model Jun 8 '14
6 Stochastic volatility model with exponential OU volatility Dec 30 '13
4 Black-Scholes American Put Option Nov 28 '12
4 a good book on option pricing from theoretical and practical aspect Jan 19 '14
4 Foresight bias in least square monte carlo Nov 19 '15
4 How to use the stock as a numeraire to price a derivative with payoff of the form $(S_T f(S_T))^+$? Jun 8 '14
3 How to prove price of Asian option under geometric averaging is cheaper than a European call? Dec 15 '13
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