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Quantitative Finance
Nap D. Lover's user avatar
Nap D. Lover's user avatar
Nap D. Lover's user avatar
Nap D. Lover
  • Member for 6 years, 2 months
  • Last seen more than a week ago
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Top posts
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5
An example of Feynman-Kac
Jan 1, 2023
4
Replicating a put option when short selling the underlying is not allowed
Mar 15, 2020
3
non-Markovian/path-dependent optimal log utility and HJB-PDE
Dec 9, 2022
3
Is there a Black Scholes PDE for a GBM with path-dependent volatility?
Sep 6, 2023
3
Is this the correct discretisation of the Hull-White SDE for building a python model?
Dec 17, 2022
2
Filtering SDE for Heston Volatility
Jan 2, 2023
2
Did I derive the Kelly criterion correctly?
May 6, 2023
1
Filtering SDE for Heston Volatility
Jan 4, 2023
1
non-Markovian/path-dependent optimal log utility and HJB-PDE
Jan 7, 2023
1
References for path-dependent GBMs or continuous time analog of discrete time filters
Jan 24, 2023
Top network posts
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7
How long does it take a Brownian motion particle to be uniformly distributed on a compact manifold?
6
Orbit space of torus homeomorphic to mobius strip
5
absolute value of poisson random variable's deviation from a constant
5
Fokker Planck with d'Alembert operator
5
Ito's formula and Feynman Kac formula for path-dependent SDEs