Forums  > Pricing & Modelling  

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Accuracy of Explicit Euler method (finite difference) decreases as Δx decreases, shouldn't it increase?4133 Rabelais      4 hours ago
by
Jim
How to perform Monte Carlo simulations to price a Forward contract under the Schwartz mean reverting model?8291 Rabelais      2020-09-24 16:14
by
Rabelais
algotrading help-169 alen 42020-09-17 11:25
by
alen
FX and digital (cbdc and crypto)-78 nikol      2020-09-17 10:35
by
nikol
a Bachelier model vs shifted Black model (Page: 1, 2)281,405 pj 12020-09-16 09:46
by
ronin
Derivation of Equations For Analytical Solution of Fokker-Planck Equations5991 amin 22020-08-20 07:46
by
amin
Modeling Trading Volume7729 M. Friedchickenman 12020-07-23 19:44
by
ronin
Dynamic PCA (Page: 1, 2)479,158 Nonius      2020-07-20 21:58
by
phopstar
Grayscale premium?13954 deeds      2020-07-17 12:19
by
deeds
nike air max 720 anthracite-152 upfthmx9      2020-07-17 03:39
by
upfthmx9
window similarity search2406 procrastinatus      2020-07-11 02:59
by
Alfa
vol correlations5687 nikol 12020-07-01 15:15
by
nikol
Futures covariance estimation issues-343 cricketLover192      2020-06-26 01:38
by
cricketLover192
mean reversion and ornstein uhlenbeck in trade time184,521 rickyvic      2020-06-25 17:42
by
gaj
Where to find inspiration for signal ideas7908 TheNikster 12020-06-25 16:21
by
EspressoLover
Multi horizon forecasting 1482 cricketLover192      2020-06-07 20:43
by
rickyvic
historical deribit data6695 contango_and_cash      2020-05-31 19:40
by
nikol
Efficient option pricing in a realistic setting1514 MartinTheGale      2020-05-24 19:37
by
ronin
Option Pricing Help2590 paulchen 22020-05-03 08:04
by
paulchen
Bump rate CD-301 dave255      2020-05-01 02:43
by
dave255
Price-adjustment of the Black-Scholes delta and gamma2500 HJA24 12020-04-30 17:05
by
HJA24
Short Term optimization of variable ‘real option’-356 Cr15169      2020-04-20 16:49
by
Cr15169
bounded variable and it's historical changes6692 Strange 12020-03-28 09:33
by
nikol
quant consultant?1750 Strange      2020-03-22 16:23
by
nikol
forecasting volume1704 Strange      2020-03-08 04:28
by
willis
 
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