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by TheWren
January 9th, 2014, 5:49 pm
Forum: Technical Forum
Topic: Ju Zhong Approximation singularity
Replies: 9
Views: 61157

Ju Zhong Approximation singularity

<t>I have also noticed this issue, caused when chi is in a neighborhood around 1 (leading to division by 0).I realise this is an old thread (6 years), but since there's still no posted solution anywhere, I'm wondering if anyone has a solution that they can recommend now. One option might be to switc...
by TheWren
January 28th, 2013, 4:21 pm
Forum: Technical Forum
Topic: Calendar Spread Pricing Model
Replies: 10
Views: 50838

Calendar Spread Pricing Model

<t>QuoteOriginally posted by: crmorcomIf you are using Kirk simply as a way to quote prices (like we use implied vols for vanilla options), then that's fine - in fact it's the market standard.I am in the process of trying to do precisely this for the crude markets, which led me to find this thread (...
by TheWren
February 27th, 2006, 4:44 pm
Forum: Brainteaser Forum
Topic: A new teaser [good one]
Replies: 24
Views: 127581

A new teaser [good one]

<t>Thank you for your clarification -- right on target to where I was misunderstanding things.The MathWorld site does qualify their "definition" by stating as an afterthought: "More generally, the word subsequence is sometimes used to mean a sequence derived from a sequence S by discarding some of i...
by TheWren
February 25th, 2006, 5:36 am
Forum: Brainteaser Forum
Topic: A new teaser [good one]
Replies: 24
Views: 127581

A new teaser [good one]

<t>You fail to address my point. I am fully aware of the definition of monotonic.Am I missing something here? I don't think so.The Wikipedia suggests that for the Erdos-Szekeres Theorem you are considering "any sequence of distinct real numbers".If you take any sequence of the form such that , then ...
by TheWren
February 24th, 2006, 8:04 pm
Forum: Brainteaser Forum
Topic: A new teaser [good one]
Replies: 24
Views: 127581

A new teaser [good one]

The Mathworld link fails to mention the requirement that the numbers must be distinct.There's an obvious counterexample that only contains length 2 monotonic subsequences (when the numbers are not necessarily distinct): 12121212...Cheers, -- The Wren
by TheWren
February 24th, 2006, 7:44 pm
Forum: Brainteaser Forum
Topic: 100 pennies teaser
Replies: 9
Views: 139559

100 pennies teaser

<t>This problem is a variant of another that I heard years ago involving reversi chips:"You are held captive and placed in a room that is pitch dark. You're told that there are 57 reversi chips (one side is white, the other side is black) on the table in front of you. You are told that 10 chips are ...
by TheWren
June 2nd, 2004, 2:37 pm
Forum: Brainteaser Forum
Topic: Fill in the numbers
Replies: 5
Views: 190376

Fill in the numbers

Darn... Just missed getting it posted first.
by TheWren
June 2nd, 2004, 2:36 pm
Forum: Brainteaser Forum
Topic: Fill in the numbers
Replies: 5
Views: 190376

Fill in the numbers

ABCDE=21978Cheers, -- The Wren
by TheWren
May 26th, 2004, 9:53 pm
Forum: Student Forum
Topic: time dependent parameters/chain rule
Replies: 3
Views: 190180

time dependent parameters/chain rule

I believe your mistake may be in the calculation of which then becomesCheers, -- The Wrenp.s. In my quick attempt to calculate, I was missing the \dot{\alpha}(t) term.
by TheWren
April 22nd, 2004, 8:16 pm
Forum: Brainteaser Forum
Topic: Triangle puzzle
Replies: 7
Views: 190965

Triangle puzzle

Forgive my brainfart. I meant to write: Cheers, The Wren
by TheWren
April 21st, 2004, 8:25 pm
Forum: Brainteaser Forum
Topic: Triangle puzzle
Replies: 7
Views: 190965

Triangle puzzle

Another, perhaps less visual approach is to note that neither arrangement fills a right triangle:but.The extra space comes from the difference in concavity and convexity of the so-called hypoteneuse in each configuration.Cheers, The Wren