Quantitative Finance
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18 Probability of touching Jun 25 '14
13 Convexity of an American put option Jun 5
12 Geometric Brownian motion - Volatility Interpretation (in the drift term) Mar 24 '14
11 What really is Gamma scalping? Dec 17 '17
9 Jim Gatheral's ansatz Feb 8 '18
9 Definition of Return of A Long/short Portfolio Mar 14 '14
8 European Call Option Delta Upper Bound Dec 6 '15
8 Jim Gatheral's assertion on ATM implied volatility vs. square root variance Apr 10 '18
8 Convexity of an American put option Jun 8
6 Convexity of an American put option Jun 5
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