Mehdi's user avatar
Mehdi's user avatar
Mehdi's user avatar
Mehdi
  • Member for 5 years, 11 months
  • Last seen more than a week ago
  • Paris, France
7 votes
1 answer
493 views

Dupire's calibration

2 votes
1 answer
192 views

Fractional Brownian motion references

1 vote
0 answers
101 views

Sabr practical calibration

1 vote
0 answers
159 views

Pricing a Path-Dependent Option with Heston