Skip to main content
Quantitative Finance
Alex's user avatar
Alex's user avatar
Alex's user avatar
Alex
  • Member for 6 years, 2 months
  • Last seen more than a month ago
  • USA
Profile Activity

Stats

688
reputation
11k
reached
8
answers
9
questions
Communities
View all

About

Graduate student (math) from the US

Badges

View all badges
This user doesn’t have any gold badges yet.
4
silver badges
16
bronze badges

Top tags

View all tags
5
Score
2
Posts
12
Posts %
1
Score
3
Posts
18
Posts %
1
Score
3
Posts
18
Posts %
1
Score
2
Posts
12
Posts %
0
Score
5
Posts
29
Posts %
0
Score
2
Posts
12
Posts %

Top posts

View all questions and answers
question
8
Improve Finite Difference Scheme
Jun 25, 2020
question
6
Heston: Variance of Integrated Variance
Jul 26, 2021
question
5
ATM Implied Volatility and Expected Variance
May 15, 2022
question
5
Asymptotics of Call Option as $S\to0$
Jan 8, 2021
answer
3
Is there arbitrage in this market?
Sep 15, 2020
question
3
American Options in Merton's (1976) Jump Model
Oct 28, 2020
answer
2
Radon-Nikodim Derivative at time 0
Apr 19, 2020
answer
2
How to find an arbitrage when the solution is not obvious (2 assets in a market)?
Apr 25, 2020
question
2
Boundary Conditions for Call Option in Black Scholes Model
Mar 10, 2021
question
2
Skewness and Kurtosis in GARCH vs Heston
May 5, 2021

Top network posts

View all network posts
11
Mean Value Theorem Integrals
10
Impose PDE itself as Boundary Condition?
9
Residue Theorem if Pole is on Contour
8
General Fourier inversion formula (Gil-Pelaez)
7
Are no arbitrage models and equilibrium models equivalent?