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Artur Sepp


University of Tartu

Active since 2015

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  • 5-Star Galaxy Level 2
  • Personal Best Downloads Level 1
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Answered
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 ago | 2

Answered
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 ago | 0

Submitted


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 ago | 2 downloads |

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Submitted


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

8 years ago | 1 download |

Submitted


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 ago | 3 downloads |