Master of Science in Computational Finance (Informatics) @ KCL | Bachelor of Science in Quantitative Finance @ NTHU
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King's College London
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14:43
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Pricing-Exotic-Options-in-Monte-Carlo-Simulations
Pricing-Exotic-Options-in-Monte-Carlo-Simulations PublicJupyter Notebook
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q-variance/challenge
q-variance/challenge PublicQ-Variance Challenge: Can any continuous-time stochastic-volatility model reproduce q-variance?
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