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Mr Frog
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Loving moist environments

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3
What is the Radon-Nikodym derivative in the Heston model?
Apr 7, 2021
3
What is the Q-dynamics of affine bond prices when r is described by the given model?
Apr 10, 2021
2
Obtaining the dynamics of the Vasicek model using Itô
Jan 13, 2022
2
How did Bachelier characterize the Brownian motion?
May 17, 2022
2
What are common parametric forms for VIX smiles?
May 24
1
How does delta adjustment relate to skew stickiness ratio (SSR)?
Apr 30
1
How is it true that options can be equivalently seen as being written on the spot or its future?
Jul 11
1
Replicating portfolio in the Heston model
Apr 5, 2021
0
Is the market price of risk deterministic or stochastic in the Heston model?
Apr 7, 2021
0
Do Fama-French factor portfolios require optimization?
Apr 7, 2020
Top network posts
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25
Who is the PhD student to their supervisor?
11
Do PhD admission committees prefer prospective professors over practitioners?
9
Why does somebody argue that the number of bootstrap replications should not be a multiple of 10?
8
Is it allowed to refer to Artificial Neural Networks as Statistical learning?
6
Should I let professors know of their potential mistakes?