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Steven

Location:

New York, NY

Member since:

August 27, 2013

What would you like to see a presentation on ?

Monte Carlo Valuation of American Options under Stoachastic Volatility.

What industry are you in ?

Finance, Academia

Introduction

Aspiring Python Quant. My reaearch interests include gamma-hedging for tail-risk strategies and queueing theory based order book models.


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