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seen Apr 25 '13 at 8:23

Student of maths for life...early beginnings...hopefully will be fruitful...


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!
Apr
13
revised Variance of $\exp(-x)$
added 267 characters in body
Apr
13
revised Variance of $\exp(-x)$
added 267 characters in body
Apr
13
comment Variance of $\exp(-x)$
I don't know, hence the question. I was using the form $exp(x)$ which has a variance of 1/x^2, but could not derive the variance for $exp(-x)$ as $exp(exp-1)$, please could you help