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Mathematics
Jose Avilez's user avatar
Jose Avilez's user avatar
Jose Avilez's user avatar
Jose Avilez
  • Member for 5 years, 2 months
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Graduate student in the Department of Operations Research and Financial Engineering at Princeton University.

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14
A sequence with no converging subsequence that clusters everywhere
Dec 23, 2019
12
The only strictly stationary random walk in $\mathbb{R}$ is degenerate
May 25, 2021
9
Are differentials on their own in stochastic calculus just an abuse of notation?
Apr 15
9
Why is the drift of the stock price not important for options pricing?
Jul 21, 2021
8
Non-trivial examples of non-discriminatory functions
May 6, 2019
8
In calculus, if $\frac{dy}{dx}$ is not in fact a fraction, is the equation below for geometric brownian motion technically incorrect?
Mar 12
8
General version of the fundamental theorem of asset pricing in continuous time
Aug 13, 2021
8
Are characteristic functions always differentiable?
May 9, 2022
8
Why $(-1)^{n-1} \frac{n}{3n + 1}$ is divergent?
Jun 17, 2021
7
Prove that the set of measures on $\mathbb{R}$ isn't separable.
Jun 29, 2021
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Multiline MathJax on title
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Tag management 2022
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Realised variance under simple rough volatility model