Kaufman's  "Elvis impersonation" was one of the greatest short acts. Jim Carrey was excellent and credible, but you can also find the original Elvis schtick on youtube -- definitely worth a watch if you haven't seen it. 

bearish has a good idea. Suggest you take his "zero" to mean the difference between the underlying and the barrier, and try to develop his construction. Even a sequence of Monte Carlo's on those lattices might be convincing.

It would be nice if there was a peer-reviewed paper in a good journal, say Mathematical Finance, titled "Arbitrage in Reflecting Diffusions". Unfortunately, the closest I could find was "Arbitrage in skew Brownian motion models ", and, being behind a paywall, I haven't looked at it. You might write ...

It sounds to me like you've proved my point. That is, you've constructed a trading strategy which is an arbitrage opportunity. That was my point: a reflecting diffusion process offers arbitrage opps. That makes them bad candidates for financial models.  When there are arbitrages, there are securitie...

I nstantaneous reflection of a tradable underlying probably always leads to contradictions because of the "instantaneous arbitrage" opportunity available in continuous-time.  I see the author says: "The instantaneous nature of the reflection means that the price does not spend any finite time at the...

Is there a good list of all standard well known operators ? I found a list on wiki, but even many well known operators where not in the list, and I am wondering about operator symbols for some operators that I not are aware of is standardized or not We have the well known d'Alembert operator. \(\Bo...

For the funny version of that, see Borat 2 Is it good? A phone call interrupted me just as I was about to start watching. The usual Borat stuff: absurd plot, gross humor.  I laughed -- worth a watch (esp. since free on amazon prime video). As I've said before, I think SBC's comedy is an acquired ta...

For the funny version of that, see Borat 2

yeah, exactly the same except we have In-n-Out Burger.

I don't like Trump's language on immigrants.  In fact, I think we should work to accommodate much higher legal immigration flows. I am looking forward to reading One Billion Americans , which I ran across the other day and your post reminded me to order. Apart from that, thanks for confirming the ec...

Admittedly, with Disneyland closed, there is not much to live for. As Trump almost just said, and Alan implied earlier. You don't get it on the economy -- Trump does. Disneyland closed means 28,000+ jobs lost -- because Newsom is afraid. Ditto for Biden. Being on the left means always being afraid ...

Thanks for the heads-up. Will watch on amazon. ----------------------------------------------------------------------------- A p.s. to my previous post. Another good distressed property killed by Democratic lock-downs is local to me: Disneyland -- in this case killed by hyper-fearful Gov. Newsom. He...

What this about Trump's Chinese bank account? If I had to speculate, I would guess related to interest in having a  Macau casino Atlantic City revisited?  [$]n_{th}[$] time's a charm?  After Trump's multiple Atlantic City bankruptcies, if he loses to Biden, might be a good time to try again by snap...

What this about Trump's Chinese bank account?

If I had to speculate, I would guess related to interest in having a Macau casino