Haha, unfortunately... is the second one.

<t>Yes, now it is clear to me how to approach the forum. I didn't have in mind the policies (being one year since I signed in). Yesterday being really the first time using it, I had a different expectation about the dynamics of the forum that led me to spread my question as much as I could between t...

<t>Now, doing things right thanks to some comments (sorry for upsetting some people) I would like to share my doubt.Attempting to calibrate Heston plus jumps model through markovian projection using gatheral ansatz referring some conditional expectations, I faced some problems. At this point I would...

I'll sure do, and thank you for the illustrating comment.

<t>Even though I accept the criticism I consider rude to categorize me as a Trol... please, I only behave with one of the 9 possible behaviors of the troll, in this scenario and considering that I am new, perhaps ingenuity or simply ignorance in how to approach this forum may apply. I genuinely beli...

<t>Hi all, I have a question that is related to the subject, it comes from wider problem but getting some clarity in this question would help solve the original one. Could anyone tell me what is the value ( a brief demonstration would be really appreciate) of E[dW_t | S_T] where T>t and S_t is a con...

<t>Hi all, I have a question that is related to the subject, it comes from wider problem but getting some clarity in this question would help solve the original one. Could anyone tell me what is the value ( a brief demonstration would be really appreciate) of E[dW_t | S_T] where T>t and S_t is a con...