Serving the Quantitative Finance Community
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- SebastianJansen
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To Paper: Which Free Lunch Would You Like Today, Sir?:
Hi,i am actually trying to comprehend some of the formulas from the paper, and get some different results...e.g. Page 66 the bottom right integral Does anyone see my mistake?Thx a lot!
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- DevonFangs
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To Paper: Which Free Lunch Would You Like Today, Sir?:
This reminds me very much of this
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- DevonFangs
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To Paper: Which Free Lunch Would You Like Today, Sir?:
BTW, I haven't read the paper so I don't know why that equation looks like that (I mean wrong).
To Paper: Which Free Lunch Would You Like Today, Sir?:
The Vs are functions of time.P
To Paper: Which Free Lunch Would You Like Today, Sir?:
hang on .. isnt integral of d(whatever) just whatever ?
knowledge comes, wisdom lingers
To Paper: Which Free Lunch Would You Like Today, Sir?:
I assumed that's what DF was getting at (except that in his example the end result was correct!)P
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- SebastianJansen
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To Paper: Which Free Lunch Would You Like Today, Sir?:
Wilmott Paper says it should be exactly (V^a-V^i)
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- DevonFangs
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To Paper: Which Free Lunch Would You Like Today, Sir?:
QuoteOriginally posted by: PaulI assumed that's what DF was getting at (except that in his example the end result was correct!)P
To Paper: Which Free Lunch Would You Like Today, Sir?:
QuoteOriginally posted by: PaulThe Vs are functions of time.PVi(T)=Va(T) = intrinsic value at expiryPaolo
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- SebastianJansen
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To Paper: Which Free Lunch Would You Like Today, Sir?:
Right... Thank you for your help!