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Quantitative Finance
Jose Avilez's user avatar
Jose Avilez's user avatar
Jose Avilez's user avatar
Jose Avilez
  • Member for 5 years, 2 months
  • Last seen more than a month ago
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Graduate student in the Department of Operations Research and Financial Engineering at Princeton University.

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Top posts
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5
Realised variance under simple rough volatility model
Aug 18, 2021
answer
4
Why is $Z_t$ uncorrelated with $X_{t-1}$ in $X_t=\theta X_{t-1}+Z_t$?
Aug 19, 2021
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13
A sequence with no converging subsequence that clusters everywhere
12
The only strictly stationary random walk in $\mathbb{R}$ is degenerate
9
Why $(-1)^{n-1} \frac{n}{3n + 1}$ is divergent?
9
Why is the drift of the stock price not important for options pricing?
9
Are differentials on their own in stochastic calculus just an abuse of notation?