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seen Nov 11 '12 at 22:07

Nov
3
asked Lagrangian and optimization
Nov
1
asked Expectation of an exponentiated squared normal random variable
Oct
18
comment Markov chain, Q matrix, jump matrix and invariant distribution
Thanks i'll try this as well to see if it comes out the same
Oct
18
comment Markov chain, Q matrix, jump matrix and invariant distribution
What have you defined lower case d as?
Oct
18
asked Markov chain, Q matrix, jump matrix and invariant distribution
Sep
25
accepted Payoff function
Sep
25
asked Payoff function continuity
Sep
25
comment Payoff function
ok thanks, what about the discrete Asian option payoff, it is not as straightforward [(1/n)∑S(t{i})-K]⁺
Sep
25
asked Payoff function
Sep
5
accepted Inequality and limit question
Sep
5
revised Inequality and limit question
added 42 characters in body
Sep
5
comment Inequality and limit question
Maybe i should say the left hand side tends to zero rather than equals zero. just to clarify, this is the same stochastic process incremented by a time of delta so it should be xt-x(t+delta) not Y,
Sep
5
awarded  Student
Sep
5
asked Inequality and limit question
Sep
4
comment Tricky Probability question
is the solution for all six probabilities ie: a1a2/a2+a3 because then the probabilities don't actually sum to 1. shouldn't it be p123=a1a2/a2+a3, p213=a2a1/a1+a3,etc
Sep
4
asked Simultaneous eqns in maple
Aug
9
awarded  Scholar
Aug
9
accepted lagrangian minimisation problem and Karush-Kuhn-Tucker conditions
Aug
9
comment lagrangian minimisation problem and Karush-Kuhn-Tucker conditions
Thanks for that reply gt6989b, i ended up using maple to solve the equations.
Aug
7
comment lagrangian minimisation problem and Karush-Kuhn-Tucker conditions
As i said I'm stuck at this point. I have worked through deriving the expressions but have been unable to solve them, which is the point of my question.