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Yoda And Friends's user avatar
Yoda And Friends's user avatar
Yoda And Friends's user avatar
Yoda And Friends
  • Member for 3 years, 5 months
  • Last seen more than a month ago
  • Wonderland Road, London, Ontario, Canada
5 votes

Monte Carlo approximation of call option on the maximum of two assets

3 votes

Numerically stable method for estimating $\partial_t \mathbb{E}[f(X_t)]$ where $X_t$ is an n-dim Ito process and $f:\mathbb{R}^n\rightarrow\mathbb{R}$

2 votes

How many data point on EMA indicator?

2 votes

SDE Exmaple (no drift)

2 votes

Monte carlo simulations giving biased output

2 votes
Accepted

Why additivity assumption holds in CAPM and factor models? (Screenshot of a textbook included)

2 votes

Control Variates - Option pricing

1 vote

GBM drift when simulating correlation betwenn GBM with Cholesky Decomposition

1 vote

Maximum value of a call option proof

1 vote

Uncovered interest rate parity

1 vote
Accepted

How to prove that the following is still a Brownian motion

0 votes

Python - Problem of random numbers in MC simulation

0 votes
Accepted

I want to know stochastic derivation of zero coupon bond formula

0 votes

Sources for historical financial ratios?

0 votes

Drift Term in Black-Scholes Model Martingale

0 votes

Black-Scholes Portfolio