Skip to main content
Quantitative Finance
stackoverflower's user avatar
stackoverflower's user avatar
stackoverflower's user avatar
stackoverflower
  • Member for 6 years, 5 months
  • Last seen more than a month ago
Profile Activity
Stats
301
reputation
2k
reached
1
answer
10
questions
Communities
View all
Badges
This user doesn’t have any gold badges yet.
1
silver badge
7
bronze badges
Top tags
View all tags
1
Score
1
Posts
9
Posts %
1
Score
1
Posts
9
Posts %
0
Score
3
Posts
27
Posts %
0
Score
3
Posts
27
Posts %
0
Score
2
Posts
18
Posts %
0
Score
2
Posts
18
Posts %
Top posts
View all questions and answers
question
5
asymptotic behavior of the pdf constraints due to Roger Lee
Sep 14, 2020
question
4
what does the cover page of Guyon and Labordere's Nonlinear Option Pricing represent?
Mar 20, 2021
question
3
How to have an unbiased estimation of the standard deviation when using rolling returns?
Sep 10, 2018
question
2
interest rate swap schedules
Nov 29, 2021
question
2
How to derive the half slope rule from asymptotic relation between implied and local volatility?
Aug 29, 2019
answer
1
Closed form / analytical solution for bespoke (but vanilla) Option
Nov 28, 2023
question
1
Local volatility model equivalent reformulation
Apr 30, 2019
question
1
In a multi-curve context which numéraire is used to change to the payment probability of a forward asset X paid at time T?
Jun 12, 2019
question
0
looking for a simple realistic parametric volatility model
Aug 19, 2019
question
0
Can we generate(in high dimension) uniformly distributed variables in a finite volume other than a cube?
Mar 21, 2019