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by cosmologist
April 28th, 2005, 2:28 am
Forum: General Forum
Topic: Which vanilla option formula is best for stochastic vol models?
Replies: 5
Views: 152813

Which vanilla option formula is best for stochastic vol models?

<t>Hi,I have a related querryu on this topic. I use historical and garch vol(modified by looking at the historical changes and possible events,this actually is no scientific way to do it,but then EGARCH just gives you a number for all possible long term forecast). I want to know how to create a stoc...
by cosmologist
April 27th, 2005, 11:44 am
Forum: Forum and Website Bugs and Suggestions
Topic: Fooled by randomness transcript
Replies: 6
Views: 172330

Fooled by randomness transcript

I am willing to do the job....
GZIP: On