Quantitative Finance
Alex's user avatar
Alex's user avatar
Alex's user avatar
Alex
  • Member for 4 years, 2 months
  • Last seen this week
  • USA
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About

Graduate student (math) from the US

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Top posts
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All Questions Answers
Score Newest
question
8
Improve Finite Difference Scheme
Jun 25, 2020
question
6
Heston: Variance of Integrated Variance
Jul 26, 2021
question
5
ATM Implied Volatility and Expected Variance
May 15, 2022
question
5
Asymptotics of Call Option as $S\to0$
Jan 8, 2021
answer
3
Is there arbitrage in this market?
Sep 15, 2020
question
3
American Options in Merton's (1976) Jump Model
Oct 28, 2020
answer
2
Radon-Nikodim Derivative at time 0
Apr 19, 2020
answer
2
How to find an arbitrage when the solution is not obvious (2 assets in a market)?
Apr 25, 2020
question
2
Boundary Conditions for Call Option in Black Scholes Model
Mar 10, 2021
question
2
Skewness and Kurtosis in GARCH vs Heston
May 5, 2021
Top network posts
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11
Mean Value Theorem Integrals
10
Impose PDE itself as Boundary Condition?
8
Residue Theorem if Pole is on Contour
8
General Fourier inversion formula (Gil-Pelaez)
7
Rescaling a function to equalize impact of input variables

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