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    1. JC on Change of Measure/Girsanov’s Theorem Explained2018-04-27

      Very helpful, I've needed this explanation for 15 years!

    2. Nic Santean on Change of Measure/Girsanov’s Theorem Explained2018-02-24

      I believe there is a mistake in the above - most likely for the example of removing drift has been…

    3. Giorgos Minas on Change of Measure/Girsanov’s Theorem Explained2018-02-15

      Great description! Thanks a lot!

    4. mahesh1234 on SuanShu is the Best Numerical and Statistical Library, ever!2018-01-22

      I dont see the trail version of the license in 3.6.0 release. Can you please check? I also paid the…

    5. Quantocracy's Daily Wrap for 11/19/2017 | Quantocracy on Transforming a QP Problem to an SOCP Problem2017-11-20

      […] Transforming a QP Problem to an SOCP Problem [Numerical Method] […]

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