Professional Interests: Modeling
Top 10% contributor
7 years ago
European call option price and implied volatility for a Log-Uniform Jump-Diffusion model.
6 years ago
8 years ago
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.
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