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by gjg3000
September 1st, 2011, 9:20 am
Forum: General Forum
Topic: SVI Constraints?
Replies: 12
Views: 23866

SVI Constraints?

<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...
by gjg3000
July 13th, 2009, 12:53 pm
Forum: Forum and Website Bugs and Suggestions
Topic: Wilmott Magazine missing technical articles...
Replies: 7
Views: 46482

Wilmott Magazine missing technical articles...

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?
by gjg3000
June 15th, 2009, 10:02 am
Forum: Forum and Website Bugs and Suggestions
Topic: Wilmott Magazine missing technical articles...
Replies: 7
Views: 46482

Wilmott Magazine missing technical articles...

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