Jase
Reputation
Next privilege 75 Rep.
Set bounties
 Mar 5 accepted Copula theory: Understanding this mapping ($t \mapsto C(t,a)$) Dec 13 accepted What's the intuition behind non-integer exponents/powers Dec 13 accepted Solving SDE: $dX(t) = udt + \sigma X(t)dB(t)$ Dec 2 accepted Notation: What's $]a,b[$ Nov 24 accepted Expectation of exponential martingale and indicator function. Nov 24 accepted The Lebesgue integral $\int_\Omega dP$ Nov 24 accepted Covariation of Wiener processes, $\langle W_1,W_2\rangle_t = \rho t$. Nov 23 accepted Is it true that $X(t)^a > K \iff X(t) > K^\frac1a$ Nov 23 accepted Partial derivative notation: $\left.\frac{\partial \cdot}{\partial\cdot} \right|_{u=T}$ Nov 22 accepted Partial derivative of a summation. Nov 22 accepted Partial derivative of integral: Leibniz rule? Nov 10 accepted Integration of Wiener process: $\int_{t_1}^{t_2} dB(s)$ Nov 10 accepted Breaking up Wiener processes with indicator functions? Nov 9 accepted Derive an SDE for $B^2(t)$, where $B(t)$ is standard Brownian Motion Nov 9 accepted Integrating $d(e^{-ut}X(t))$, where $X(t)$ is stochastic. Nov 8 accepted Min of two stopping times is also a stopping time. Oct 17 accepted Continuity and pushing a limit inside the function's domain Sep 12 accepted Probability of passing through 3 specific nodes along a binomial tree