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1d
revised Cumulants in the BN-S stochastic volatility model
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1d
asked Cumulants in the BN-S stochastic volatility model
May
19
awarded  Popular Question
May
18
accepted Slight generalisation of the distribution of Brownian integral
May
18
comment Slight generalisation of the distribution of Brownian integral
I agree it was not clear. Thank you once again solving my ill-posed problems :)
May
18
revised Slight generalisation of the distribution of Brownian integral
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May
18
comment Slight generalisation of the distribution of Brownian integral
Thank you very much for your answer saz. I managed to find the original source of my second question see the answer of MarkV in this link: mathoverflow.net/questions/42104/…
May
18
asked Slight generalisation of the distribution of Brownian integral
May
14
accepted About the integral $\int \log (x)/(x-k) dx$ and the polylogarithm
May
14
comment About the integral $\int \log (x)/(x-k) dx$ and the polylogarithm
Holy smokes that is one neat argument. Thank you very much!
May
14
asked About the integral $\int \log (x)/(x-k) dx$ and the polylogarithm
May
12
awarded  Favorite Question
May
7
comment Method for finding a arbitrage opportunity when market price of call is incorrect
@BenDAI I'm glad - it is a very good question. The X does exactly hedge the option with $\hat{\sigma}^2$, Z is the result of the hedge. Do I understand your question correctly?
May
1
answered Method for finding a arbitrage opportunity when market price of call is incorrect
Apr
26
accepted Long memory of stochastic differential equation
Apr
2
awarded  Yearling
Mar
23
awarded  Popular Question
Mar
22
asked Activity of $\Gamma$-type OU process.
Mar
17
comment Is this simply assuming an Ito semimartingale.
@saz Yea. That is the same as I have seen, so it looks kind of similar, but on the other hand also strange.
Mar
17
revised Is this simply assuming an Ito semimartingale.
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