more than I'd like but i was moving quite slow damn neck pinched. piece of cake now that i figured out the technique, i could see it becoming a...
previous reply was meant for you KS
you have to finagle it, and treat it like its some autistic genius savant who took a bunch of acid and takes everything literally and lives by the...
[IMG] well, it works, great, now to test the inversion and implement the heston characteristic... then expand that out into the lifted heston...
wonder if the skew is correlated with the dsp frequency on powells microphone, trading is like some noise always over the fuckin horizon, been too...
The paper titled "Fractional Brownian Motion: Local Modulus of Continuity with Refined Almost Sure Upper Bound and First Exit Time from One-sided...
Thank you ChatGPT , not too shabby.. unclear if worth time so far but It does know some stuf but like anything it depends on the 'user' this is...
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The characteristic function of the Heston model, as modified according to Gatheral (2006), is given by: φ_H(t; w) = exp[C(t,w)̅V + D(t,w)V₀ +...
The Heston model is a stochastic volatility model that assumes the volatility of an underlying asset follows a mean-reverting process. The...
born to be wild starts playing as he tips his hat to agent Schmit
who the hell is soy and MB? i caught my first wave it was cool and a bit of a personal milestone given the back and neck surgeries..i even had a...
casting perls is the wrong metaphor to invoke btw phrase [VERB inflects] If you say that someone is casting pearls before swine, you mean that...
LMAO I just got back from an impulse vacay to Hawaii, spent about 3 and a half months there :)
I appreciate it.. that isnt me, its just some stuff that was transmitted on the computer... it writes in the style of whatever it read.. was just...
I managed to get it to find the eigenfunctions of the laplacian of the lemniscate metric... something that isnt a standardly calculated thing....
it just made a cool animated java program of a stick figure randomly waiving its hands hopping around the screen [MEDIA]
yeah, it makes up stuff and states it as fact, its entertainment value that I coaxed into doing something useful . when you question it, it...
yes I know, I wrote a general purpose SDE integrator using an arbitrary precision library.. I finally understand the paradigm after first...
Kevin,yes, maybe I worded it wrong, I want to combine maximum likehood of the sample path realization with MSE of the latest-option prices. I'm...
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