51 reputation
2
bio website
location
age
visits member for 3 years, 2 months
seen May 22 '11 at 15:41

May
18
revised Transformation of Volatility - BS
added 416 characters in body
May
18
revised Better understanding of the Datar Mathews Method - Real Option Pricing
added 98 characters in body
May
18
revised Better understanding of the Datar Mathews Method - Real Option Pricing
added 204 characters in body
May
13
comment Better understanding of the Datar Mathews Method - Real Option Pricing
The $\mu$ is a different discount factor, set to the WACC. I still have some problems with the integral transformation from dSt to ds with the use of N(). Could you elaborate a bit, or provide a reference for reading? Cheers
May
12
asked Transformation of Volatility - BS
May
11
awarded  Editor
May
11
revised Better understanding of the Datar Mathews Method - Real Option Pricing
added 295 characters in body; added 66 characters in body
May
10
awarded  Student
May
10
asked Better understanding of the Datar Mathews Method - Real Option Pricing