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mean reversion and ornstein uhlenbeck in trade time6739 rickyvic      2020-01-27 17:27
by
nikol
Mutually orthogonal approximations?17586 lexx      2020-01-23 22:29
by
lexx
analytical approximation for double no-touch?5256 Strange      2020-01-21 20:21
by
ronin
Calculation of upper stochastic dominance bound of option1136 af87792      2020-01-14 10:14
by
silverside
Finding the selling price of FTR (energy trading)-140 dt2      2020-01-12 03:11
by
dt2
Local Vol problems 8711 Jurassic      2020-01-09 05:24
by
frolloos
How much "grey" data is used by firms?-332 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.-219 amin      2019-12-16 11:54
by
amin
Should synthetic forward price be used to calculate implied volatility for cash product only??1334 tesla1060      2019-12-15 00:00
by
athletico
Forecasting 1-day volatility in S&P500 Equities-346 PicturePerfect      2019-12-10 15:34
by
PicturePerfect
calibration of LSV or SV models.9771 NuclearPhysicist      2019-11-20 21:27
by
ronin
log-normal model for volswaps201,465 frolloos 12019-11-11 11:51
by
ronin
Semi-Analytic Solution to Fokker Planck Partial Differential Equations.2598 amin      2019-11-04 22:51
by
Tradenator
machine learning and uncertain volatility model?191,299 Strange 12019-11-04 02:12
by
willis
rStudio (Swedish)-385 FiSH101 12019-10-25 12:03
by
FiSH101
Ito-Hermite Method for simulation of SDEs: A Formal Explanation1595 amin      2019-09-23 16:19
by
amin
Aaron Brown's baseball analogy for CRR option trees4606 TonyC      2019-09-16 05:08
by
Maggette
Variance of a spread4848 s654351      2019-09-10 17:31
by
granchio
Vola Dynamics2577 mr_incredible 12019-09-10 08:18
by
frolloos
Deal Contingent Derivatives51,260 gammaphreak01      2019-09-02 08:09
by
ronin
Very short term SABR issues1442 Jurassic      2019-08-31 17:12
by
bullero
Introducing New Technologies in Mathematical Finance Discipline. A Totally New Paradigm.31,041 amin      2019-08-27 07:54
by
amin
Two needles in a haystack101,054 bullero      2019-08-22 12:32
by
bullero
Yield approximates effective coupon rate at 100 full price1727 alexli      2019-08-05 14:49
by
tzarnicholasiii
Agglomerative Clustering21,037 secsy      2019-07-12 21:04
by
ctd
 
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