dSt = (μt - α·qt) dt + σt dWt + ∫ z N(dt, dz)
λ±(δ) = A · e^(-k·δ), k = (1/γ) ln(1 + γ/c)
r(s, q, t) = s - q·γ·σ² (T - t)
∂t V + ½ σ² S² ∂ss V + r S ∂s V - r V = 0
dXt = θ(μ - Xt)dt + σ dWt, t_½ = ln(2)/θ
Q = (W0 · 0.05) / |Pentry - PSL| [Risk Parity]
CVD = ∫ (dV_taker_buy - dV_taker_sell)
λt = μ + ∫ α e^(-β(t-s)) dNs [Hawkes Jump]
φ(x) = (2πσ²)^(-½) exp(-(x-μ)²/2σ²)
df(St) = f'(St) dSt + ½ f''(St) σ² dt [Itô]
f* = (p·b - q) / b = (μ - r) / σ²
ρ(X, Y) = Cov(X, Y)/(σX·σY) < 0.70 [Beta]
DSR = SR0 · √(1 - γ3·SR0 + ¼(γ4 - 1)·SR0²)
VWAP = Σ Pi·Vi / Σ Vi
TWAP = (1/N) Σ Pk
dSt/St = μ dt + σ dWt
[S, S]t = ∫ σs² ds
E[exp(iθX)] = e^(Ψ(θ))
E[e^(-rT) max(ST-K, 0)]
L(θ; x) = Π fi(xi; θ)
E_t[S_T] = S_t · e^(r(T-t))
q*(t) = -α/γ · sinh(κ(T-t))
xj = sinh(κ(T-tj))/sinh(κT)
H*(t,x,y) = E[e^(-rT) U]
f(x) = (1/2π) ∫ e^(-iωx) Φ
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