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Slug Pue

MSc student of impure mathematics. I like coffee.

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  • Member for 5 years
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  • Last seen Mar 5 at 18:51

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Top Posts (10) All Questions Answers | Votes Newest

11 Why do people always seek finite-variance models for option pricing Jun 13 '15
8 Risk-neutral pricing in incomplete markets Jun 17 '14
5 Risk neutral Esscher transform of exponential Levy processes Mar 15 '14
4 Black Scholes Formula, drift term May 23 '15
3 The source of “Cost of hedging” in the Black Scholes model May 17 '15
3 Option Pricing under Jump Diffusion Models May 22 '15
1 Is the stock price process a martingale or a random walk in efficient markets? Aug 15 '15
1 How buying/selling pairs and entering/exiting trade works in pairs trading? Jul 21 '16
1 Risk neutral Esscher transform of exponential Levy processes Mar 22 '14
0 Intuitive understanding of Black-Scholes pricing Jun 14 '14

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