Bates Model – Finite Element Framework

Oct 30
2009

Edie Miglio, Carlo Sgarra – A Finite Element Framework for Option Pricing with the Bates Model

Heston Model – Calibration

Oct 27
2009

Important article

Fiodar Kilin – Accelerating the Calibration of Stochastic Volatility Models

led

Oct 23
2009

update – version 0.53,

http://www.latexeditor.org

delphi code example

Oct 23
2009

Stolen, http://govnokod.ru/2020


function IsTrue(Value: boolean): boolean;
begin
 if Value <> true then result := false
 else if Value <> false then result := true
 else // attention!
   result := (not true) and (not false);
end;


							
							

боянчик

Oct 23
2009

но классный

never_give_up

Exponential families of stochastic processes

Oct 17
2009

The book by Küchler and Sorensen is also available in Google Books. Strongly recommended!

current position

Oct 05
2009

Since 01.10.2009 I work for 1plus i.

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