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# 133 Actions

 Dec12 asked Is this geometric Brownian Motion? Dec8 revised How many multiples of X lie in the arbitrary range [Y,Z]? Avoided distracting, unnecessary and irritating signature. Dec8 suggested approved edit on How many multiples of X lie in the arbitrary range [Y,Z]? Dec4 comment Partial Derivative of an Integral Do you know if/why my answer is incorrect (if yours is correct)? I know that it's false to say that "you can't write partial derivatives w.r.t. BM". For example apply Ito's lemma to the function $f(t,x)$, where $x$ is $B(t)$ (in fact this is one of the most standard routines in stochastic finance). Applying Ito's lemma you will end up having to evaluate $\frac{\partial f}{\partial x}(t,x)$. Dec4 comment What's the intuition behind non-integer exponents/powers This helps!${}{}{}$ Dec4 asked What's the intuition behind non-integer exponents/powers Dec2 accepted Notation: What's $]a,b[$ Dec2 asked Notation: What's $]a,b[$ Dec1 awarded Tumbleweed Dec1 revised Black scholes model type deleted 12 characters in body Dec1 comment Black scholes model type @math I made it ambiguous by skipping a few steps and also dropping the conditional $P\{...|...\}$ notation. Here's what I did: (1) Divide both sides by $S_2(T)$ (doesn't change inequality, GBM is strictly positive), (2) log both sides; $\ln{1} = 0$ so the RHS just becomes 0. Inequality still holds because $ln$ is monotone increasing. Dec1 comment Black scholes model type @math Unfortunately this is a black box to me (I lifted it from lectures). All I know is that it very very easily allows one to compute the solution to options such as the Magrabe option (which is the one you're asking about). Nov30 revised Black scholes model type added 74 characters in body Nov30 answered Black Scholes model Nov30 awarded Teacher Nov30 answered Black scholes model type Nov25 comment Substituting integral into an integral My lecture slides say that the answer is $\displaystyle \ \ \int_0^t \int_u^t \alpha(u,s)dsdu$ Nov25 revised Substituting integral into an integral added 8 characters in body Nov25 asked Substituting integral into an integral Nov25 revised Expectation of exponential martingale and indicator function. deleted 118 characters in body