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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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