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mean reversion and ornstein uhlenbeck in trade time7995 rickyvic      2020-02-18 13:57
by
rickyvic
calibration of LSV or SV models.10872 NuclearPhysicist      2020-02-18 13:55
by
NuclearPhysicist
Dynamic PCA (Page: 1, 2)467,671 Nonius      2020-02-13 06:24
by
Maggette
Simulation of correlated assets with 3 factors forward curve model1147 s654351      2020-02-06 18:05
by
deeds
Hermite polynomial Representation of the density of Stochastic Differential Equations1137 amin      2020-01-31 18:05
by
amin
Mutually orthogonal approximations?17662 lexx      2020-01-23 22:29
by
lexx
analytical approximation for double no-touch?5315 Strange      2020-01-21 20:21
by
ronin
Calculation of upper stochastic dominance bound of option1173 af87792      2020-01-14 10:14
by
silverside
Finding the selling price of FTR (energy trading)-191 dt2      2020-01-12 03:11
by
dt2
Local Vol problems 8784 Jurassic      2020-01-09 05:24
by
frolloos
How much "grey" data is used by firms?-391 Uranus      2020-01-01 05:52
by
Uranus
Download Matlab Program for Solution to Density of Stochastic Differential Equations using Transition Probabilities on a Fixed Grid.-260 amin      2019-12-16 11:54
by
amin
Should synthetic forward price be used to calculate implied volatility for cash product only??1361 tesla1060      2019-12-15 00:00
by
athletico
Forecasting 1-day volatility in S&P500 Equities-397 PicturePerfect      2019-12-10 15:34
by
PicturePerfect
log-normal model for volswaps201,499 frolloos 12019-11-11 11:51
by
ronin
Semi-Analytic Solution to Fokker Planck Partial Differential Equations.2630 amin      2019-11-04 22:51
by
Tradenator
machine learning and uncertain volatility model?191,364 Strange 12019-11-04 02:12
by
willis
rStudio (Swedish)-423 FiSH101 12019-10-25 12:03
by
FiSH101
Ito-Hermite Method for simulation of SDEs: A Formal Explanation1628 amin      2019-09-23 16:19
by
amin
Aaron Brown's baseball analogy for CRR option trees4641 TonyC      2019-09-16 05:08
by
Maggette
Variance of a spread4900 s654351      2019-09-10 17:31
by
granchio
Vola Dynamics2617 mr_incredible 12019-09-10 08:18
by
frolloos
Deal Contingent Derivatives51,296 gammaphreak01      2019-09-02 08:09
by
ronin
Very short term SABR issues1472 Jurassic      2019-08-31 17:12
by
bullero
Introducing New Technologies in Mathematical Finance Discipline. A Totally New Paradigm.31,098 amin      2019-08-27 07:54
by
amin
 
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