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 May24 asked Why $\frac{1}{2i}(e^{i\omega t} - e^{-i\omega t}) = \frac{i}{2} (e^{-i \omega t} - e^{i\omega t})$ Mar5 asked Copula theory: Understanding this mapping ($t \mapsto C(t,a)$) Dec13 asked Expectations of multiplied Wiener processes. Dec12 asked Is this geometric Brownian Motion? Dec4 asked What's the intuition behind non-integer exponents/powers Dec2 asked Notation: What's $]a,b[$ Nov30 answered Black Scholes model Nov30 answered Black scholes model type Nov25 asked Substituting integral into an integral Nov24 asked Density process/Radon-Nikodym derivative problems Nov24 asked The Lebesgue integral $\int_\Omega dP$ Nov24 asked Covariation of Wiener processes, $\langle W_1,W_2\rangle_t = \rho t$. Nov24 asked Expectation of exponential martingale and indicator function. Nov23 asked Is it true that $X(t)^a > K \iff X(t) > K^\frac1a$ Nov22 asked Partial derivative notation: $\left.\frac{\partial \cdot}{\partial\cdot} \right|_{u=T}$ Nov21 asked Partial derivative of integral: Leibniz rule? Nov15 asked Integral with respect to Wiener process. Nov15 asked Partial derivative of a summation. Nov10 asked Integration of Wiener process: $\int_{t_1}^{t_2} dB(s)$ Nov9 asked Solving SDE: $dX(t) = udt + \sigma X(t)dB(t)$