Quantitative Finance
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Lost1
  • Member for 9 years, 7 months
  • Last seen more than a month ago
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987
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answers
26
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10
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7
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31
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8
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Top posts
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All Questions Answers
Score Newest
question
11
How to choose a risk-neutral measure when the market is incomplete?
Nov 26, 2013
question
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, 2013
question
8
Does price of american (put) option exhibit smooth pasting in time direction under B-S model?
Jun 23, 2015
question
6
Boundary condition for Asian Option under Black-Scholes model
Jun 8, 2014
question
6
Stochastic volatility model with exponential OU volatility
Dec 30, 2013
answer
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, 2014
question
4
Foresight bias in least square monte carlo
Nov 19, 2015
question
4
a good book on option pricing from theoretical and practical aspect
Jan 19, 2014
question
4
Black-Scholes American Put Option
Nov 28, 2012
question
3
Is vega of Black-Scholes European type option always positive?
May 4, 2013
Top network posts
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70
What should you do if you spotted a non-trivial error in a highly cited paper?
45
Enumerations of the rationals with summable gaps $(q_i-q_{i-1})^2$
32
switch-case statement without break
26
Generalisation of Dominated Convergence Theorem
21
mean and variance of reciprocal normal distribution

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