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Jose Avilez's user avatar
Jose Avilez's user avatar
Jose Avilez
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Graduate student in the Department of Operations Research and Financial Engineering at Princeton University.

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Associativity rule for integration against fractional Brownian motion
Mar 5, 2021
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13
A sequence with no converging subsequence that clusters everywhere
12
The only strictly stationary random walk in $\mathbb{R}$ is degenerate
9
Why $(-1)^{n-1} \frac{n}{3n + 1}$ is divergent?
9
Why is the drift of the stock price not important for options pricing?
9
Are differentials on their own in stochastic calculus just an abuse of notation?