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Fourier transform of a European put

answered Jul 18, 2021 at 15:28

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CIR process characteristic function

answered May 25, 2021 at 13:19

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Cross Sectional vs. Time-Series Risk Premia Estimate

answered Aug 1, 2022 at 17:52

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What is the equation $\mathbb{E}[mR]=0$?

answered Jan 4 at 13:34

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What is Phi in Cox-Ross-Rubinstein Binomial Model?

answered Mar 22, 2022 at 17:21

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Stocks' returns distribution

answered Dec 21, 2021 at 21:56

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Power Options & Forwards on Stock Squared

answered Jul 26, 2020 at 20:49

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Multiple Risk-Neutral measures in incomplete market

answered Jun 5, 2020 at 15:15

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Campbell Shiller log linear relation

answered May 11, 2020 at 18:55

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Proof that $f$ is continuous if and only if it has 0 quadratic variation?

answered Apr 26, 2020 at 9:11

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Ito formula for $Y_t=tB_t$

answered Apr 19, 2020 at 19:30

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Pricing of $(S(T_0)-S(T))^+$

answered Feb 20, 2021 at 14:58

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COS Method and existence of density

answered Mar 4, 2021 at 0:32

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Discounted price process - martingale

answered Nov 14, 2020 at 11:54

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Variance reduction techniques - control variates technique

answered Jan 24, 2021 at 13:12

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Calculating vega in Heston?

answered Jan 12, 2021 at 7:47

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Pros and cons of mean equation equal to zero in a GARCH model

answered Sep 24, 2019 at 7:16

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Proof that we can price any derivative as the discounted value of its expected return under the risk neutral measure

answered Aug 28, 2019 at 20:12

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Probability that the price of stock following a brownian motion goes under a certain value

answered Jul 19, 2019 at 11:18

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Why use the risk-free rate for discounting in a risk neutral world?

answered Jul 23, 2019 at 10:01

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How much math is needed to understand Fourier Transform methods for option pricing?

answered Jul 15, 2019 at 9:13

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Valuation of Cash-Or-Nothing option

answered Jul 15, 2019 at 12:22

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Is the Non-discounted Bachelier call option price a Martingale?

answered Jul 15, 2019 at 18:33

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Negative theta for long OTM put?

answered Nov 15, 2019 at 13:23

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Assumptions in using risk-neutral pricing formula

answered Dec 4, 2019 at 10:01

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Monte Carlo option pricing with R

answered Dec 8, 2019 at 20:22

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Integrating Brownian Motion

answered Sep 27, 2019 at 19:17

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Brownian motion Price and Hedge problem

answered Jan 5, 2020 at 13:28

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How to Understand Lognormal Distribution in the Following Case

answered Dec 16, 2019 at 18:25

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What is wrong with this method of european option pricing?

answered Feb 11, 2020 at 8:25

Stack Exchange Network

256 Answers

Fourier transform of a European put

CIR process characteristic function

Cross Sectional vs. Time-Series Risk Premia Estimate

What is the equation $\mathbb{E}[mR]=0$?

What is Phi in Cox-Ross-Rubinstein Binomial Model?

Stocks' returns distribution

Power Options & Forwards on Stock Squared

Multiple Risk-Neutral measures in incomplete market

Campbell Shiller log linear relation

Proof that $f$ is continuous if and only if it has 0 quadratic variation?

Ito formula for $Y_t=tB_t$

Pricing of $(S(T_0)-S(T))^+$

COS Method and existence of density

Discounted price process - martingale

Variance reduction techniques - control variates technique

Calculating vega in Heston?

Pros and cons of mean equation equal to zero in a GARCH model

Proof that we can price any derivative as the discounted value of its expected return under the risk neutral measure

Probability that the price of stock following a brownian motion goes under a certain value

Why use the risk-free rate for discounting in a risk neutral world?

How much math is needed to understand Fourier Transform methods for option pricing?

Valuation of Cash-Or-Nothing option

Is the Non-discounted Bachelier call option price a Martingale?

Negative theta for long OTM put?

Assumptions in using risk-neutral pricing formula

Monte Carlo option pricing with R

Integrating Brownian Motion

Brownian motion Price and Hedge problem

How to Understand Lognormal Distribution in the Following Case

What is wrong with this method of european option pricing?