Define an objective function that combines the negative log-likelihood and the MSE metric with weighting factors Let w be a scalar weighting...
There are several methods for calibrating the Heston stochastic volatility model, including: Maximum Likelihood Estimation (MLE): This is a...
dude looks like a prime candidate for a heart attack, cholesterol probably way too high
going on 2 weeks now, slept in the airport on a layover now its fucked, burning sensation right arm, left toe numb
and wow.. this thing is awesome.. I had no idea it would be able to do math too How can techniques from spectral analysis and differential...
I lied, thats not true. this thing is pretty fuckin good at writing poetry! Once plagued with pain and discomfort, His neck so sore, his...
im invariant to others opinions. same to you
you gonna buy the LHC?
Calibrating a Heston stochastic volatility model can be a challenging task as it involves estimating several parameters that determine the model's...
I doubt its that smart. This thing is more like a mid-level mediocre nondescript "business analyst" who only wears out chairs
Thanks. I stumbled across it when I was cooking up ways to visualize volatility surfaces and calibrations
Fitting simultaneously SPX and VIX smiles is known to be one of the most challenging problems in volatility modeling. A long-standing conjecture...
What is the optimal design of a nomogram intended to display the essential features of the implied volatility surface corresponding to the options...
thought it was neat... discuss amongst yourselves From Wikipedia, the free encyclopedia This article is about the type of graphical calculator....
fucking fuck the fucking fuckers and jamie whatever the fuck his name is too!
vix isnt a digital asset
this fucking asswipe in hawaii was peddling his EBT bought food then telling me black people were enslaved by whites and deserve reparations and i...
most people are idiots. therefore most things you read are written by idiots, even other traders, therefore they waste time itemizing things when...
more theta less vega
volatility brings me joy and profit, change your approach?
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