Quantitative Finance
Lefair's user avatar
Lefair's user avatar
Lefair's user avatar
Lefair
  • Member for 3 years, 9 months
  • Last seen more than 2 years ago
  • Urbana, IL, United States
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101
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2k
reached
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answers
4
questions
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Score
3
Posts
75
Posts %
0
Score
3
Posts
75
Posts %
0
Score
3
Posts
75
Posts %
0
Score
3
Posts
75
Posts %
0
Score
3
Posts
75
Posts %
0
Score
1
Posts
25
Posts %
Top posts
All Questions Answers
Score Newest
question
5
Is Dupire's local volatility model path independent to recover historical option price?
Mar 6, 2020
question
3
For any twice differential continuous function C(T, K), does there exist a sigma(t, S) that can reproduce C(T, K)?
Mar 9, 2020
question
2
How to find the risk-free rate and dividend rate for S&P 500 index options?
Sep 20, 2020
question
0
Is there a Dupire's Formula for put options?
Nov 20, 2020

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