Quantitative Finance
Landscape's user avatar
Landscape's user avatar
Landscape's user avatar
Landscape
  • Member for 2 years, 3 months
  • Last seen this week
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18
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Top posts
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All Questions Answers
Score Newest
question
7
Black-Scholes: Volatility Smile "sharpens" with time to expiry
Jun 7, 2021
question
5
Dynamics of FX rate
May 24, 2022
question
5
Convergence rate of Bermudan to American option
Jan 14
question
5
Delta-hedge experiment of American Put option
Jun 7
answer
4
Integral of brownian motion wrt. time over [t;T]
Mar 14, 2022
question
3
Pathwise sensitivities of American options - Derivative of the American payoff function
May 4
question
2
Cholesky decomposition reduces volatility of simulated Wiener Process / Brownian Motions
Jun 7, 2022
question
2
ATM cap prices in Vasicek model (Filipovic)
Aug 31
question
2
Filipovic: Where is it used that the world is deterministic
Sep 12
question
2
Pricing a put-option in the Heston Model
Apr 4, 2022

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