Quantitative Finance
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mmencke

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

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  • Member for 11 months
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  • Last seen 2 hours ago

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6 Martingale measure and replicating portfolio in Risk Neutral Pricing of Defaultable Zero-Coupon Bonds Apr 7
3 Girsanov transform when drift coefficient is a function of the stock price Apr 28
2 Delta hedge error black-scholes by Mark Davis Apr 4
1 Correlated Wiener Process May 2
0 Pricing binary options Apr 11

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