Jase

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The earth is round (p < 0.01).

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31 Posts

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1d	asked	Why $\frac{1}{2i}(e^{i\omega t} - e^{-i\omega t}) = \frac{i}{2} (e^{-i \omega t} - e^{i\omega t})$
Mar 5	asked	Copula theory: Understanding this mapping ($t \mapsto C(t,a)$)
Dec 13	asked	Expectations of multiplied Wiener processes.
Dec 12	asked	Is this geometric Brownian Motion?
Dec 4	asked	What's the intuition behind non-integer exponents/powers
Dec 3	answered	Partial Derivative of an Integral
Dec 2	asked	Notation: What's $]a,b[$
Nov 30	answered	Black Scholes model
Nov 30	answered	Black scholes model type
Nov 25	asked	Substituting integral into an integral
Nov 24	asked	Levy's characterization of Brownian motion
Nov 24	asked	Density process/Radon-Nikodym derivative problems
Nov 24	asked	The Lebesgue integral $\int_\Omega dP$
Nov 24	asked	Covariation of Wiener processes, $\langle W_1,W_2\rangle_t = \rho t$.
Nov 24	asked	Expectation of exponential martingale and indicator function.
Nov 23	asked	Is it true that $X(t)^a > K \iff X(t) > K^\frac1a$
Nov 22	asked	Partial derivative notation: $\left.\frac{\partial \cdot}{\partial\cdot} \right\|_{u=T}$
Nov 21	asked	Partial derivative of integral: Leibniz rule?
Nov 15	asked	Integral with respect to Wiener process.
Nov 15	asked	Partial derivative of a summation.

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