Quantitative Finance
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KT8
  • Member for 2 years
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Profile Activity

10 Questions

Score Activity Newest Views
4 votes
2 answers
310 views

Complex Integral in Rouah's Heston book

3 votes
1 answer
240 views

Market price of risk ($\lambda$) - Brigo and Mercurio

2 votes
0 answers
103 views

State-of-the-art grid construction techniques

2 votes
2 answers
267 views

Continuation value definition in Longstaff and Schwartz

1 vote
0 answers
119 views

Infering the discounting rate for an illiquid company

1 vote
0 answers
95 views

Books on Finite Differences by Duffy

0 votes
0 answers
64 views

Question from Duffie and Kan (1996)

0 votes
0 answers
84 views

Vanna-Volga consistency result

0 votes
1 answer
455 views

Limit of digital call and put price when volatility goes to infinity

0 votes
0 answers
87 views

Discounting power derivatives

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