Professional Interests: Modeling
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
Simulate the average number of tosses of coin/throws of dice to get a given sequence.
Brain Teaser Solver: Compute the expected time to get a given sequence of independent outcomes.
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