So, after Biden begins, of course the expected alt-right rioting continues. Oh wait, it is actually the radical left . How inconvenient for the narrative! I guess some people just can't take 'yes' for an answer. :D Your glee is palpable! Hehe. So, apparently one of the rioters' demands is the ab...
So, after Biden begins, of course the expected alt-right rioting continues. Oh wait, it is actually the radical left. How inconvenient for the narrative! I guess some people just can't take 'yes' for an answer.
I didn't know my avatar would be this relevant when I made it. I'm holding out for the J&J vaccine which uses andenovector vs mRNA tech. If we don't get a choice I will take whatever is available as soon as it's available for my group. My thought was, given a choice, I wanted Moderna over Pfize...
I'd also never heard of parler until the media said how awful it was. And what would any enquiring mind then do...?! ditto ... It doesn't look like anything to me (Westworld joke). Amazon likely deserves their lawsuit (haven't read it); the app store pulls by Apple and Google are troubling, too, g...
Thanks!. Now I know this particular scheme is good. It also implies that all the underlying maths has been stressed tested. That's not right. Let's say you're the supervisor of coding for an investment firm and hire an incompetent programmer to code this. He "forgets" to code for the lower barrier ...
So, better exercise for students: what are the results to 30 digits? Now there's a benchmark. https://forum.wilmott.com/images/smilies/icon_e_biggrin.gif No. Better to expose them to as many numerical methods as possible to many kinds of problems. // 30 digits implies going down the multiprecisio...
Although common, it's an abuse to use "American/European" for barriers, as the words usually have nothing to do with early exercise. Instead: just define the contract terms. For the double barrier under GBM, which is extinguished at the moment of the first hit, there is an exact sum (pretty sure), ...
So, the current House plan is to impeach Trump a second time, and wait 100 days into the Biden admin to send it to the Senate? Regardless of the merits, Biden would be an idiot to allow this. We'll see if he is. If he allows it, it will mean we continue under his admin with "All Trump, all the time...
I don't think it's any better or worse than solving the PDE without the integral term by that same transformation. (Personally, it always seems like overkill to use PDE/PIDE numerics when there are analytic/quasi-analytic solutions).
Regardless of what usually happens, I think using the Vellekoop-Nieuwenhuis tree, or some fdm equivalent, with a positivity preserving discrete dividend policy, should be the preferred way to to get a robust, arbitrage-free, GBM-implied-vol. Rationale is in Haug, Haug, Lewis, "Back to basics .." (2...