Quantitative Finance
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Sebastian's user avatar
Sebastian's user avatar
Sebastian
  • Member for 2 years, 2 months
  • Last seen more than a month ago
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Top posts
All Questions Answers
Score Newest
answer
4
Difficulty with stochastic calculus problem
Nov 2, 2021
answer
3
American Option Valuation - Induction algorithm
Nov 17, 2021
answer
2
Continuation value definition in Longstaff and Schwartz
Nov 17, 2021
question
0
is implied volatility derived from the option bid quote or the option ask quote?
Oct 1, 2021
question
0
Double Heston model calibration in Christoffersen's paper uses 52 sets of market data (each set as of a different date). Why?
Oct 21, 2021
answer
0
formula for pricing bond-futures
Nov 25, 2021

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