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backlash875
searching PlanetScale…
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1.
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backlash875
5y ago
Sorry I probably used the wrong terminology. I didn't just mean DSP plugins but more general third party extensions to the DAW.
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backlash875
5y ago
There seems to be way more 3rd party plugins. Reaper has quite an extensive API while Ardour is open source. There was quite a long discussion about this on the Ardour forum. It seems that the Reaper API and general extensibility gained mor
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backlash875
6y ago
LV2 plugins aren't supported in Reaper but are in Ardour, this makes quite a difference in Linux. In my opinion the anywhere to anywhere routing is better in Ardour. That said, I moved from Ardour to Reaper and prefer Reaper.
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backlash875
6y ago
I've tried using it but it crashes too often and is generally too buggy to use. It seems to be in an early stage of development so this is to be expected. The UI and general workflow look very promising though, in particular the piano
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backlash875
7y ago
The Heston model has stochastic volatility. You can add jumps to this: https://en.wikipedia.org/wiki/Stochastic_volatility_jump
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backlash875
7y ago
There are other models that take into account jumps in the prices/market. As for retail traders using these models, I think it is not recommended and not practical.
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backlash875
7y ago
Are you looking for a proof of Girsanov's theorem or an explanation of how it is used to price? A good reference is Oksendal [0], but it's still quite tough going. As for how it's used, a good reference is Shreve's secon