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 Yearling
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May
11
answered How to show stochastic differential equation is given by an equation
May
10
comment No arbitrage iff there EMM $P^*$ theorem
Well, straight from the definitions above, a type A arbitrage is also a type B arbitrage. In fact, if we have a strategy giving a positive initial cashflow, see that we could alter the strategy slightly, by investing the amount obtained at time 0 in the risk-free asset. This will give $V_0 = 0$, and it is a type B arbitrage. I'm not exactly sure if this is what you are looking for, since I haven't seen the proof.
May
10
answered No arbitrage iff there EMM $P^*$ theorem
Apr
23
comment Geometric brownian motion - Ito's lemma
They should be corrected now.
Apr
23
revised Geometric brownian motion - Ito's lemma
Corrected all the errors
Apr
23
comment Geometric brownian motion - Ito's lemma
@Ian you are absolutely correct. There are just so many errors. Haha. Sorry for that.
Apr
23
answered Geometric brownian motion - Ito's lemma
Apr
12
answered Finding the probability of loss from standard deviation in normal distribution
Mar
28
awarded  Yearling
Sep
24
awarded  Autobiographer
Aug
16
awarded  Commentator
Aug
16
comment How to measure power spectral density in matlab?
Thanks, both of you. I have added the Signal Processing-tag. If I use the above code, what should then be the unit of the x-axis? Note that this question is actually an exact duplicate of this question, which I have posted to get the most peoples attention. If you have any comments, here or there, please let me now.
Aug
16
revised How to measure power spectral density in matlab?
edited tags
Aug
15
asked How to measure power spectral density in matlab?
Aug
14
comment Non integral degree derivatives
I'm afraid not. But you might want to add that to your question. I just remembered seeing this a while ago, so it was quite easy for me to search for right now. But I have no experience with it whatsoever.:(
Aug
14
answered Non integral degree derivatives
Aug
8
answered Obtain a grammar for the language (i) L = {a ^m b ^n ; m ≠ n ; m , n > 0 }
Aug
8
awarded  Supporter
Jun
27
comment Is there any mathematical theory behind sudoku?
I know this is probably not what you're looking for, but check out this article describing the connection between the solution of sudokus and CAT scans, via the Radon Transform. In my opinion, that is really quite incredible!
Jun
25
awarded  Editor