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 Mar 24 awarded Notable Question Oct 14 awarded Popular Question Sep 24 awarded Autobiographer Dec 18 awarded Popular Question Apr 21 awarded Disciplined Apr 20 comment Binomial expansion for solving american put option identity Hi Hagen, Please can you elaborate on the second one? By the same reasoning, $$D-\sqrt{D^2+2r\sigma^2}=2D+O(D^{-1})$$ as $D\to-\infty$. Apr 20 accepted american put option Apr 20 accepted Binomial expansion for solving american put option identity Apr 20 accepted Variance of $\exp(-x)$ Apr 20 comment american put option Hi Did, thank you for your help. Please could you elaborate how you reached the step $$a_n= \frac{-2r}{D+\frac12 \sigma^2-r+b}$$ Apr 14 awarded Supporter Apr 14 awarded Commentator Apr 14 revised american put option added 27 characters in body Apr 14 comment american put option thanks a lot for your help, actually it is the partial differentiation operator, I have amended it. Would you please suggest the way forward, thanks! Apr 14 comment american put option Thanks @HagenvonEitzen Apr 14 asked Binomial expansion for solving american put option identity Apr 14 revised american put option added 1 characters in body Apr 14 awarded Scholar Apr 14 asked american put option Apr 13 comment Variance of $\exp(-x)$ Hurray! got it..thanks!