<t>Yes Gatheral is not clear enough in his book/paper about it.But stampeding is wrong, he did not find the Gatheral result /2. He found that rho = 0 => b<2/T, it is not the same thing. If you let rho <> 0 and follows his logic, you will find b < 2/T/abs(1+rho).Gatheral condition is b < 4/T(1+abs(rh...

My current login for the wilmott site, and therefore, the magazine does not work for the journal at the wiley site. Are we supposed to pay more for the wilmott journal in additional to the magazine?

Is this new Journal available online like the technical articles were?