Aldanor

83

Reputation

92 views

Registered User

Name	Aldanor
Member for	10 months
Seen	Apr 4 at 19:19
Website
Location	Moscow, Russia
Age	27

Ph.D. candidate in Mathematical Finance, University of Alberta, Canada

stats recent reputation favorites

1

Questions

2

7

votes

2

answers

528

views

Compactness of the set of densities of equivalent martingale measures

stochastic-processes pr.probability martingales fa.functional-analysis mathematical-finance

jul 10 at 23:53 George Lowther 9,613●1●25●46

1

Answers

Calculating the probability of an event defined by a condition on a Gaussian random process

9

Votes

9

6

Tags

stochastic-processes× 2
pr.probability× 2
mathematical-finance
martingales
gaussian
fa.functional-analysis

5

Badges

● Scholar
● Teacher

● Supporter
● Editor