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Strickland's user avatar
Strickland's user avatar
Strickland
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  • Member for 7 years, 10 months
  • Last seen more than 2 years ago
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Top posts
question
3
Is the "hybrid" Black-Scholes Hull-White model arbitrage free?
Jan 28, 2017
question
2
Max-root inequality for convex combination of real-stable monic polynomials (Kadison-Singer Problem)
Mar 22, 2021
question
1
Extending risk neutral measure to insurance/mortality filtration
Mar 31, 2017
question
1
Unique EMM & completeness in the Black-Scholes model
Nov 14, 2017
question
1
CLT for random sums: Anscombe's Theorem vs. "classical" version
Jun 17, 2018
Top network posts
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5
Ito representation unique up to indistinguishability? Proof?
5
Ito representation unique up to indistinguishability? Proof?
5
Conditions for Central limit Theorem for compound distribution
5
R Plotly 3D: axis labels with TeX
5
Training LSTM is quicker than GRU, but should not be?