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 Sep30 awarded Explainer Jul7 awarded Yearling Apr12 comment CVaR/VaR Ratio as alpha goes to 1 The expression of CVaR should read $\mu + \sigma \phi\{\Phi^{-1}(\alpha)\} /(1-\alpha)$, and the expression of VaR should read $\mu + \sigma \Phi^{-1}(\alpha)$. Apr12 answered CVaR/VaR Ratio as alpha goes to 1 Oct20 revised Are two stocks with the same beta have a correlation of 1? Improved formatting Oct20 suggested approved edit on Are two stocks with the same beta have a correlation of 1? Oct13 awarded Enthusiast Jul26 revised A question on Ito Improved formatting and wording Jul26 suggested approved edit on A question on Ito Jul24 comment Question on an approximation in pricing formula Ok, there's probably no point in continuing this discussion; I'll leave it here. Jul24 comment Question on an approximation in pricing formula @lmorin: Sure, and here $t$ is small enough when at least $a^2/b^2>t$. So, once again, one way or the other on has to make this assumption. Jul24 comment Question on an approximation in pricing formula @lmorin: Sure, the constraint $a^2/b^2>t$ will be satisfied as $t \to 0$. But small $t$ does not imply $a^2/b^2>t$, unless the meaning of "small $t$" is that $tt$ (or one of its equivalent formulation) for given values of $a$, $b$, and $t$. Otherwise, the approximation should rather be $\exp (a\sqrt{t} + bt) \approx 1 + bt$. Jul23 comment Question on an approximation in pricing formula @lmorin Why are these conditions true for small $t$? Jul20 reviewed Leave Open Question on an approximation in pricing formula Jul20 awarded Custodian Jul20 reviewed Leave Open How useful is the genetic algorithm for financial market forecasting? Jul20 awarded Cleanup Jul20 comment Question on an approximation in pricing formula (+1) for the nice and clear explanation. The condition $t|bt|$. Jul20 revised Question on an approximation in pricing formula rolled back to a previous revision Jul20 revised Question on an approximation in pricing formula Corrected condition