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Artur Sepp


University of Tartu

自 2015 起处于活动状态

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can't connect to yahoo
It appears that Yahoo have changed the http to the encrypted https. You should now create the queries using 'https://ichart.fina...

7 years 前 | 2

已回答
conn = yahoo fails, why?
I have the same problem for last couple of days. c = yahoo fails to establish a connection with yahoo servers. it looks that yah...

7 years 前 | 0

已提交


Log-Normal Stochastic Volatility Model: Moment Generating Function and Pricing of Vanilla Options
Compute option prices under log-normal stochastic volatility model and calibrate model parameters

8 years 前 | 3 次下载 |

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SimulationOfDeltaHedgingStrategy
Optimization of Sharpe Ratio for Delta-Hedging Strategy under Discrete Hedging and Transaction Costs

8 years 前 | 1 次下载 |

已提交


Log-Normal Stochastic Volatility Model: Pricing of Vanilla Options and Econometric Estimation
Implementation of the econometric estimation of the log-normal stochastic volatility model

8 years 前 | 3 次下载 |