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Quantitative Finance
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Achrbot
  • Member for 3 years, 7 months
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answer
3
Volatility is not becoming sigma in simulated GBM
Dec 25, 2023
answer
2
Value of the logcontract $Q^T(t,S)$ with payoff $Q(T,S)=-2lnS_T$
Feb 21
answer
2
How to prove that a market is incomplete using the concept of EMMs?
Mar 12
answer
1
Deep calibration in the Heston Model
Mar 16
answer
1
Arbitrage Free Nelson Siegel Model Python
Apr 10
answer
1
Question about (lLack of) Risk Neutral Bond Pricing in Duffie & Lando (2001)
Feb 24
answer
1
Why is my Risk Neutral Density recovery failing?
Feb 27
answer
1
Moments of the integral of the exponential of Brownian motion/Normal random variable
Jan 16
answer
1
Pricing VIX derivatives using Monte Carlo
May 1, 2023
answer
1
CDS Pricing formula leads to negative prices
Jun 1, 2023