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fwd_T

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  • Member for 10 months
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  • Last seen Jan 3 at 23:20

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6 Hedging : effect of not matching the term structure of skew Oct 24 '20
5 Are all change of measure operations between equivalent probability measures Doléans-Dade exponentials? Apr 13 '20
4 Angular bracket notation (physics) Oct 29 '20
4 Are all change of measure operations between equivalent probability measures Doléans-Dade exponentials? Apr 13 '20
4 Hedging vega risk with varswaps Apr 19 '20
3 Rigorous proof of Dupire formula (e.g. using Gyöngy's theorem) Jun 16 '20
3 Relationship between time decay and gamma Dec 30 '20
2 Under which conditions the given random process is martingale and under which submartingale? Jun 14 '20
2 The most general conditions under which Ito lemma holds Jun 18 '20
2 Last step step in Girsanov's theorem proof Apr 15 '20
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