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Quantitative Finance
Tak wa Ng's user avatar
Tak wa Ng's user avatar
Tak wa Ng's user avatar
Tak wa Ng
  • Member for 5 years, 8 months
  • Last seen more than a month ago
  • Canada
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PhD Student

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Pricing call option on bond under CIR model by simulating noncentral chi square distribution
May 19, 2019
answer
1
Verifying two properties of the Clayton Copula
Apr 12, 2019