Quantitative Finance
Lost1
  • Member for 9 years, 1 month
  • Last seen more than a month ago
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All Questions Answers
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11
How to choose a risk-neutral measure when the market is incomplete?
Nov 26 '13
10
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
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
5
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
4
Foresight bias in least square monte carlo
Nov 19 '15
4
a good book on option pricing from theoretical and practical aspect
Jan 19 '14
4
Black-Scholes American Put Option
Nov 28 '12
3
Is vega of Black-Scholes European type option always positive?
May 4 '13
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68
What should you do if you spotted a non-trivial error in a highly cited paper?
44
Enumerations of the rationals with summable gaps $(q_i-q_{i-1})^2$
28
switch-case statement without break
26
Generalisation of Dominated Convergence Theorem
18
Another question on almost sure and convergence in probability

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