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seen Dec 18 at 15:52

Sep
26
awarded  Editor
Sep
26
revised Linear least squares with unordered response variable
deleted 9 characters in body
Sep
26
answered Linear least squares with unordered response variable
Jul
19
answered Matching Dynamic Trading Strategies with Derivatives
Jul
19
comment Matching Dynamic Trading Strategies with Derivatives
Yes, nice link and a good idea to put something like this on the net.
Jul
19
comment Extension of copulas
Well, you are right of course and nothing is perfect. I noted that I was a bit sloppy with (3) as well (F is a distribution not the mass). Dealing with this numerically? Well on the one hand this is simply linear optimization. I would get something like Matlab and just solve the equations. On the other hand, the best approach might depend on your specific requirements. If you have a concrete F in mind, say from measurements, this is would be more a problem of statistics than numerics.
Jul
19
answered Extension of copulas
Jul
18
comment Matching Dynamic Trading Strategies with Derivatives
@vonjd: you see correctly (replication of a given P&L) but I do not see the difference between a P&L and a dynamic trading strategy. Please, explain thank you gg
Jul
18
answered Matching Dynamic Trading Strategies with Derivatives
Jul
18
awarded  Supporter
Jul
17
answered devise a joint distribution of $\alpha$ and $\beta$
Jul
17
awarded  Teacher
Jul
17
answered Extension of copulas