Quantitative Finance
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user107224
  • Member for 3 years
  • Last seen more than 2 years ago
Profile Activity
Stats
609
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5k
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answers
16
questions
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7
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Score
10
Posts
62
Posts %
0
Score
8
Posts
50
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0
Score
4
Posts
25
Posts %
0
Score
4
Posts
25
Posts %
0
Score
4
Posts
25
Posts %
0
Score
3
Posts
19
Posts %
Top posts
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All Questions Answers
Score Newest
question
9
Change of numéraire for two risky assets without bank account (Margrabe’s formula?)
Dec 26, 2020
question
7
Likelihood ratio and pathwise sensitivity method for coupled SDEs
Apr 11, 2021
question
5
Hedging strategy for payoff $\int_0^T\log S_u\mathrm{d}u$
Dec 28, 2020
question
4
FX American call option optimal exercise and holding region
Dec 30, 2020
question
4
Maximum norm stability for implicit Black-Scholes equation
Jan 4, 2021
question
4
Pricing of strange Asian lookback option with European-style payoff $\max\{ \max_{u\in[0,T]}S_u-\frac1T\sqrt{\int_0^TS_t^2\mathrm{d}t},0\}$
Jan 12, 2021
question
3
Conditional probability of Brownian motion (with drift and scaling) hitting barrier
Mar 17, 2021
question
3
Digital call under Ornstein-Uhlenbeck dynamics
Dec 27, 2020
question
2
Proving $\mathbb{P}(S_t<0|S_0=s_0)=0$ for Geometric BM
Nov 22, 2020
question
2
Pricing of Asian-like option
Dec 23, 2020
Top network posts
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17
Four coins with reflip problem?
13
How much are you willing to pay for this treasure chest game?
9
Exit and hitting times for the Bessel process $\textrm{d}X_t=\frac{n-1}2\frac{\textrm{d}t}{X_t}+\textrm{d}B_t$
8
Probability and expected steps for two ants to meet on cube
7
Does backcasting work the same way as forecasting?

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