KT8's user avatar
KT8's user avatar
KT8's user avatar
KT8
  • Member for 2 years, 3 months
  • Last seen this week
0 votes
1 answer
542 views

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

4 votes
2 answers
315 views

Complex Integral in Rouah's Heston book

2 votes
2 answers
294 views

Continuation value definition in Longstaff and Schwartz

3 votes
1 answer
271 views

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

4 votes
0 answers
193 views

Gatheral pseudo-probabilities inverse Fourier transform

1 vote
0 answers
121 views

Infering the discounting rate for an illiquid company

2 votes
0 answers
106 views

State-of-the-art grid construction techniques

1 vote
0 answers
98 views

Books on Finite Differences by Duffy

0 votes
0 answers
90 views

Vanna-Volga consistency result

0 votes
0 answers
89 views

Discounting power derivatives

0 votes
0 answers
70 views

Question from Duffie and Kan (1996)

0 votes
0 answers
54 views

Market data and machine learning

0 votes
0 answers
48 views

Gatheral clock time explanation