Quantitative Finance
Nap D. Lover's user avatar
Nap D. Lover's user avatar
Nap D. Lover's user avatar
Nap D. Lover
  • Member for 5 years, 7 months
  • Last seen this week
Profile Activity
Stats
225
reputation
2k
reached
5
answers
7
questions
Communities
View all
Badges
View all badges
This user doesn’t have any gold badges yet.
3
silver badges
11
bronze badges
Top tags
View all tags
5
Score
2
Posts
17
Posts %
4
Score
2
Posts
17
Posts %
2
Score
2
Posts
17
Posts %
2
Score
1
Posts
8
Posts %
1
Score
4
Posts
33
Posts %
1
Score
3
Posts
25
Posts %
Top posts
View all questions and answers
All Questions Answers
Score Newest
answer
5
An example of Feynman-Kac
Jan 1
question
4
Replicating a put option when short selling the underlying is not allowed
Mar 15, 2020
question
3
Is there a Black Scholes PDE for a GBM with path-dependent volatility?
Sep 6
answer
2
Is this the correct discretisation of the Hull-White SDE for building a python model?
Dec 17, 2022
question
2
Filtering SDE for Heston Volatility
Jan 2
question
2
non-Markovian/path-dependent optimal log utility and HJB-PDE
Dec 9, 2022
answer
2
Did I derive the Kelly criterion correctly?
May 6
answer
1
Filtering SDE for Heston Volatility
Jan 4
answer
1
non-Markovian/path-dependent optimal log utility and HJB-PDE
Jan 7
question
1
optimal log growth under a path dependent GBM
Dec 29, 2022
Top network posts
View all network posts
6
How long does it take a Brownian motion particle to be uniformly distributed on a compact manifold?
5
Orbit space of torus homeomorphic to mobius strip
5
absolute value of poisson random variable's deviation from a constant
5
Fokker Planck with d'Alembert operator
5
Ito's formula and Feynman Kac formula for path-dependent SDEs

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.