SRKX
Reputation
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 Dec 11 comment $E[F_T] = F_0 \ \rightarrow \ \text{or} \ \leftarrow \ p = \frac{1-d}{u-d}$? By proving is both ways you show that $E[F_t] = F_o \iff p = \frac{1-d}{u-d}$, I think that's his point. Dec 10 revised How do one solve $\int_t^T \exp[\int_0^u-( r-\delta_s)ds] dW_u$? Double integral with general deterministic function $\delta(t)$ edited title Dec 4 reviewed Reviewed Where can I find the best and worst performing US stocks on a given date? Dec 4 comment How to apply the Feynman-Kac formula? @SriramNagaraj if you're happy with the answer, then please mark it as accepted. Dec 3 comment How to apply the Feynman-Kac formula? Well, what have you tried so far? Maybe state the Faynman-Kac formula and see how it relates to your example first. Dec 3 revised How to apply the Feynman-Kac formula? added 50 characters in body; edited title Dec 3 comment How to understand this tickdata askvolume and bidvolume fields? Don't they provide documentation explaining what their fields mean? Dec 2 comment How to understand this tickdata askvolume and bidvolume fields? Where does this tick data come from? Dec 2 revised How to understand this tickdata askvolume and bidvolume fields? added 4 characters in body; edited title Dec 2 comment How to estimate the price of a European call when the underlying is not tradable? @Olaf I see your point. I'm trying to consider a case where the options are not traded either. Dec 1 comment How to estimate the price of a European call when the underlying is not tradable? @StudentT I've heard this argument, but let's say the payoff is cash-settled, then it clearly has a value right? Dec 1 revised How to estimate the price of a European call when the underlying is not tradable? added 113 characters in body Dec 1 comment How to estimate the price of a European call when the underlying is not tradable? @owner example is a call on a company not publicly traded, which might become tradable in the future Dec 1 comment How to estimate the price of a European call when the underlying is not tradable? Well a real option would be valued assuming you delta hedge in most cases, I'm looking to see which other methods are available. Dec 1 revised How to price an option allowing to change a call into a put? added 2 characters in body Dec 1 revised How to price an option allowing to change a call into a put? added 2 characters in body Dec 1 asked How to estimate the price of a European call when the underlying is not tradable? Dec 1 awarded Copy Editor Dec 1 comment Liquidity effect in case MS decrease You'll need to document your question a lot more to make it more understandable and self-sufficient. Dec 1 revised How to price an option allowing to change a call into a put? deleted 35 characters in body; edited tags; edited title