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Bazman

Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 5 years, 4 months
  • 55 profile views
  • Last seen Jun 8 at 15:07

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Top posts (26) All Questions Answers | Votes Newest

12 Order Book Dynamics Dec 19 '15
7 Proof that the stopping time for a Brownian Motion is finite for given target levels Oct 20 '15
4 Bootstrapping Sharpe Ratios Sep 13 '14
4 Simulating state space model with AR(1) dynamics Jun 1 '14
4 How to apply Levenberg Marquardt to Max Likelihood Estimation Jun 26 '14
3 Variance of Multi-Dimensional OU process May 24 '14
3 Monte Carlo for MultiFactor Ornstein Uhlenbeck May 24 '14
3 State Space models with Short Time Series Aug 26 '14
3 Correct form for State Space Equation for Kalman Filter for DNS Aug 12 '15
3 Ed Thorp Wilmott Articles Mar 1 '17
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