meta user
network profile
| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 8 months |
| seen | Apr 12 at 13:19 | |
| stats | profile views | 46 |
The earth is round (p < 0.01).
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Mar 5 |
accepted | Copula theory: Understanding this mapping ($t \mapsto C(t,a)$) |
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Mar 5 |
asked | Copula theory: Understanding this mapping ($t \mapsto C(t,a)$) |
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Dec 26 |
comment |
Black scholes model type @math Here: papers.ssrn.com/sol3/… |
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Dec 13 |
accepted | What's the intuition behind non-integer exponents/powers |
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Dec 13 |
comment |
Integral with respect to Wiener process. @did Can you supply the correct answer please? |
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Dec 13 |
accepted | Solving SDE: $dX(t) = udt + \sigma X(t)dB(t)$ |
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Dec 13 |
asked | Expectations of multiplied Wiener processes. |
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Dec 12 |
revised |
Is this geometric Brownian Motion? added 80 characters in body |
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Dec 12 |
comment |
Is this geometric Brownian Motion? $\sigma(t)$ is stochastic and has a separate Wiener process inside of it. |
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Dec 12 |
asked | Is this geometric Brownian Motion? |
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Dec 8 |
revised |
How many multiples of X lie in the arbitrary range [Y,Z]? Avoided distracting, unnecessary and irritating signature. |
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Dec 8 |
suggested | suggested edit on How many multiples of X lie in the arbitrary range [Y,Z]? |
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Dec 4 |
comment |
Partial Derivative of an Integral Do you know if/why my answer is incorrect (if yours is correct)? I know that it's false to say that "you can't write partial derivatives w.r.t. BM". For example apply Ito's lemma to the function $f(t,x)$, where $x$ is $B(t)$ (in fact this is one of the most standard routines in stochastic finance). Applying Ito's lemma you will end up having to evaluate $\frac{\partial f}{\partial x}(t,x)$. |
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Dec 4 |
comment |
What's the intuition behind non-integer exponents/powers This helps!${}{}{}$ |
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Dec 4 |
asked | What's the intuition behind non-integer exponents/powers |
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Dec 3 |
revised |
Partial Derivative of an Integral deleted 5 characters in body |
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Dec 3 |
answered | Partial Derivative of an Integral |
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Dec 2 |
accepted | Notation: What's $]a,b[$ |
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Dec 2 |
asked | Notation: What's $]a,b[$ |
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Dec 1 |
awarded | Tumbleweed |
