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Andrei
  • Member for 9 years, 5 months
  • Last seen more than 3 years ago
  • London, United Kingdom
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About

Quantitative Analyst, FX Options

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question
14
How can I compute $\int_{-\infty}^{\infty}\Phi\left(az+b\right)^{2}\phi(z)\,dz$ in closed form?
Mar 23, 2015
question
1
The best constant in a martingale moment inequality
Sep 10, 2016