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Apr
16
awarded  Popular Question
Feb
12
awarded  Popular Question
Jan
2
awarded  Popular Question
Aug
10
awarded  Yearling
May
9
comment How to evaluate the following stochastic integral?
I got this far but I am having trouble with substituting the poisson process $N_s$ into it.
May
9
asked How to evaluate the following stochastic integral?
Apr
3
accepted leading and lagging moving average indicator
Apr
3
comment leading and lagging moving average indicator
Thanks. In the context of stocks, it is not possible to compute a leading or central moving average as we do not know the prices in advance. Correct? So what does leading/central MA mean in that context?
Apr
3
accepted Lebesgue Dominated Convergence example
Apr
3
accepted limit superior and limit inferior of the given sequence of sets
Apr
3
accepted convergence in higher order mean implies convergence in lower order mean
Apr
3
accepted martingale and filtration
Apr
3
accepted application of strong vs weak law of large numbers
Apr
3
accepted application of Ito's lemma
Apr
3
accepted derivative of characteristic function
Apr
3
accepted convergence of sequence of random variables
Apr
3
accepted combination of brownian motion
Apr
3
accepted square root of symmetric matrix and transposition
Apr
3
accepted if eigenvalues are positive, is the matrix positive definite?
Apr
3
revised leading and lagging moving average indicator
added 83 characters in body