Mathematics
Jose Avilez's user avatar
Jose Avilez's user avatar
Jose Avilez's user avatar
Jose Avilez
  • Member for 3 years, 11 months
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Graduate student in the Department of Operations Research and Financial Engineering at Princeton University.

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All Questions Answers
Score Newest
question
14
A sequence with no converging subsequence that clusters everywhere
Dec 23, 2019
question
11
The only strictly stationary random walk in $\mathbb{R}$ is degenerate
May 25, 2021
answer
8
Why $(-1)^{n-1} \frac{n}{3n + 1}$ is divergent?
Jun 17, 2021
answer
8
General version of the fundamental theorem of asset pricing in continuous time
Aug 13, 2021
answer
8
Are characteristic functions always differentiable?
May 9, 2022
answer
8
Why is the drift of the stock price not important for options pricing?
Jul 21, 2021
question
6
Non-trivial examples of non-discriminatory functions
May 6, 2019
answer
6
SDE with respect to an Ornstein-Uhlenbeck process
Jan 26, 2022
answer
6
Prove that the set of measures on $\mathbb{R}$ isn't separable.
Jun 29, 2021
answer
6
How do we prove that $|\mathbb{P}(X = m) - \mathbb{P}(Y = m)| \leq \mathbb{P}(X \neq Y )$?
Jan 22, 2022
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Multiline MathJax on title
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Realised variance under simple rough volatility model

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