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KT8
  • Member for 2 years, 5 months
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4 votes
2 answers
318 views

Complex Integral in Rouah's Heston book

4 votes
0 answers
199 views

Gatheral pseudo-probabilities inverse Fourier transform

3 votes
1 answer
297 views

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

2 votes
0 answers
107 views

State-of-the-art grid construction techniques

2 votes
2 answers
318 views

Continuation value definition in Longstaff and Schwartz

1 vote
0 answers
123 views

Infering the discounting rate for an illiquid company

1 vote
0 answers
98 views

Books on Finite Differences by Duffy

0 votes
0 answers
52 views

Gatheral clock time explanation

0 votes
1 answer
606 views

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

0 votes
0 answers
91 views

Discounting power derivatives

0 votes
0 answers
70 views

Question from Duffie and Kan (1996)

0 votes
0 answers
91 views

Vanna-Volga consistency result

0 votes
0 answers
59 views

Market data and machine learning