Professional Interests: Modeling
Top 10% contributor
6 years ago
5 years ago
4 years ago
European call option price and implied volatility for a Log-Uniform Jump-Diffusion model.
Valuation of European and American options on foreign exchange using Garman-Kohlhagen model
Brain Teaser Solver: Compute the expected time to get a given sequence of independent outcomes.
Simulate the average number of tosses of coin/throws of dice to get a given sequence.
Join the conversation