Quantitative Finance
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sle

Apparently, this user prefers to keep an air of mystery about them.

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  • sle14
  • Member for 9 months
  • 6 profile views
  • Last seen Feb 15 at 14:15

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3 Estimating risk aversion from option bid-ask spreads May 28 '20
1 Early exercise premium with discrete cash dividends using integral approximation Aug 7 '20
1 Is this actual example of calendar arb in quotes? Oct 28 '20
1 Is this actual example of calendar arb in quotes? Oct 30 '20
0 Deriving American option greeks Aug 25 '20
0 Early exercise boundary for american call and discrete cash dividend boundary approximation Jul 8 '20

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