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by Cuchulainn
33 minutes ago
Forum: Off Topic
Topic: Grammar Time!
Replies: 1176
Views: 160419

Re: Grammar Time!

We are descending into drivel with this administration.
by Cuchulainn
Today, 5:17 pm
Forum: Off Topic
Topic: Grammar Time!
Replies: 1176
Views: 160419

Re: Grammar Time!

ppauper wrote:
katastrofa wrote:


indeed

It's a bit stilted. And slightly contradictory.
//
The best part of incredible day
The the best part of otherwise awful day.

A copy editor maybe?
by Cuchulainn
Today, 5:06 pm
Forum: Numerical Methods Forum
Topic: American options -- Reference prices
Replies: 239
Views: 8039

Re: American options -- Reference prices

Boost ODE also supports WhenEvents in the form of Observers and that's what I have done (Brennan-Schwarz) as well as penalties. I agree that this is a good place for this.   play around with odeint atm. Just a quick question at this point: Obersvers are not available in the implementati...
by Cuchulainn
Today, 4:42 pm
Forum: Numerical Methods Forum
Topic: American Barrier options - reference prices
Replies: 46
Views: 570

Re: American Barrier options - reference prices

I posted on wrong thread. I meant to put it here.

You're beginning to sound like a Dutch uncle.
by Cuchulainn
Today, 10:32 am
Forum: Off Topic
Topic: Stupid question of the day
Replies: 976
Views: 39415

Re: Stupid question of the day

How many times have you brought up that clip, Cuch?!

Some see a contract as the consummation, some see it as the beginning. That's the situation in the case here.

And for Chico, he does not believe in contracts.
by Cuchulainn
Yesterday, 8:28 pm
Forum: Off Topic
Topic: Stupid question of the day
Replies: 976
Views: 39415

Re: Stupid question of the day

tagoma wrote:
Paul wrote:
How successful would the US be in business if they had less paperwork? Maybe if they had U.K. levels of paperwork...

In proud France, we don't even ask such questions.

Contract is contract, what?
by Cuchulainn
Yesterday, 8:17 pm
Forum: Off Topic
Topic: Stupid question of the day
Replies: 976
Views: 39415

Re: Stupid question of the day

Paul wrote:
How successful would the US be in business if they had less paperwork? Maybe if they had U.K. levels of paperwork...

Those written constitutions are a waste of space. See how they keep ppauper captive.
by Cuchulainn
September 19th, 2017, 6:58 pm
Forum: Off Topic
Topic: Trump -- the last 100 days
Replies: 272
Views: 3988

Re: Trump -- the last 100 days

[9,5)
by Cuchulainn
September 19th, 2017, 6:50 pm
Forum: Off Topic
Topic: Trump -- the last 100 days
Replies: 272
Views: 3988

Re: Trump -- the last 100 days

19
by Cuchulainn
September 19th, 2017, 6:28 pm
Forum: Off Topic
Topic: All about Cats
Replies: 422
Views: 13159

Re: All about Cats

katastrofa wrote:

That would be grounds for divorce a casa nostra.

Or a good trouncing on the MMA mat would teach him a lesson.
by Cuchulainn
September 19th, 2017, 10:45 am
Forum: Numerical Methods Forum
Topic: American options -- Reference prices
Replies: 239
Views: 8039

Re: American options -- Reference prices

xxxxx

EDIT: this is the wong post, it should have been the other one..
by Cuchulainn
September 19th, 2017, 8:04 am
Forum: Numerical Methods Forum
Topic: American Barrier options - reference prices
Replies: 46
Views: 570

Re: American Barrier options - reference prices

Like  I said, my impression that the v boundary was truncated. A remedy is to write the system of equations and then you see what v0 etc. But that is NDA! Something like this and then it is clear. http://ac.els-cdn.com/S0898122111002811/1-s2.0-S0898122111002811-main.pdf?_tid=4248d8aa-9d11-11e7-96a5-...
by Cuchulainn
September 19th, 2017, 7:41 am
Forum: Numerical Methods Forum
Topic: American Barrier options - reference prices
Replies: 46
Views: 570

Re: American Barrier options - reference prices

It's clear now, Billy has defined it. Notation was not defined.
by Cuchulainn
September 19th, 2017, 7:34 am
Forum: Numerical Methods Forum
Topic: American Barrier options - reference prices
Replies: 46
Views: 570

Re: American Barrier options - reference prices

This is what Billy wrote

Here's a Heston example I just made up, parameters are v0=0.04, vL=0.08, 

I am sure he can explain. Billy, please define and put this to bed.
by Cuchulainn
September 19th, 2017, 7:30 am
Forum: Numerical Methods Forum
Topic: American Barrier options - reference prices
Replies: 46
Views: 570

Re: American Barrier options - reference prices

outrun wrote:
This thread is very strange.. Maybe you think v0 is the grid lower bound? It's not, it's the initial (latent) vol level at t=0.

You seem to be contradicting yourself.

This is what Billy wrote