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by Alan
Today, 7:39 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3840
Views: 213395

Re: Trump -- the last 100 days

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. 
by Alan
Today, 7:30 pm
Forum: General Forum
Topic: Valuation of put with reflecting barrier
Replies: 13
Views: 364

Re: Valuation of put with reflecting barrier

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.
by Alan
Yesterday, 7:54 pm
Forum: General Forum
Topic: Valuation of put with reflecting barrier
Replies: 13
Views: 364

Re: Valuation of put with reflecting barrier

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 ...
by Alan
Yesterday, 6:21 pm
Forum: General Forum
Topic: Valuation of put with reflecting barrier
Replies: 13
Views: 364

Re: Valuation of put with reflecting barrier

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...
by Alan
Yesterday, 4:50 pm
Forum: General Forum
Topic: Valuation of put with reflecting barrier
Replies: 13
Views: 364

Re: Valuation of put with reflecting barrier

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...
by Alan
October 24th, 2020, 7:34 pm
Forum: Off Topic
Topic: Stupid question of the day
Replies: 2384
Views: 176162

Re: Stupid question of the day

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...
by Alan
October 24th, 2020, 6:58 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3840
Views: 213395

Re: Trump -- the last 100 days

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...
by Alan
October 24th, 2020, 1:46 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3840
Views: 213395

Re: Trump -- the last 100 days

For the funny version of that, see Borat 2
by Alan
October 23rd, 2020, 7:01 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3840
Views: 213395

Re: Trump -- the last 100 days

yeah, exactly the same except we have In-n-Out Burger.
by Alan
October 23rd, 2020, 2:44 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3840
Views: 213395

Re: Trump -- the last 100 days

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...
by Alan
October 23rd, 2020, 4:05 am
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3840
Views: 213395

Re: Trump -- the last 100 days

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 ...
by Alan
October 23rd, 2020, 3:46 am
Forum: Off Topic
Topic: All about Cats
Replies: 1005
Views: 106659

Re: All about Cats

by Alan
October 22nd, 2020, 6:50 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3840
Views: 213395

Re: Trump -- the last 100 days

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...
by Alan
October 22nd, 2020, 6:23 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3840
Views: 213395

Re: Trump -- the last 100 days

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...
by Alan
October 22nd, 2020, 5:43 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3840
Views: 213395

Re: Trump -- the last 100 days

What this about Trump's Chinese bank account?
If I had to speculate, I would guess related to interest in having a Macau casino
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