network profile
| bio | website | |
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| location | ||
| age | ||
| visits | member for | 1 year, 11 months |
| seen | Aug 3 '12 at 12:35 | |
| stats | profile views | 65 |
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Apr 17 |
awarded | Popular Question |
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Mar 15 |
awarded | Popular Question |
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Jan 13 |
awarded | Good Question |
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Jan 5 |
awarded | Notable Question |
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Jun 14 |
awarded | Yearling |
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Jan 17 |
asked | Can we replicate a call option without borrowing and make it cheaper in this way? |
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Jan 11 |
awarded | Benefactor |
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Jan 5 |
comment |
Why a self-financing replicating portfolio should always exist? thank you for the answer. My problem is not in the assumptions but in the logic which combines these assumptions to obtain the Black-Scholes PDE. It is OK for me to assume that the stock prices is given by the diffusion process (equation 2) and that the bond is deterministic (i.e. not stochastic). I also can accept the fact that it is always possible to construct a self-financing replicating portfolio. what is not clear is why all that restricts the price of the options (as function of S and t). |
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Jan 5 |
awarded | Promoter |
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Jan 2 |
asked | Why a self-financing replicating portfolio should always exist? |
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Dec 30 |
accepted | What is a self-financing and replicating portfolio? |
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Dec 23 |
asked | What is a self-financing and replicating portfolio? |
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Nov 7 |
awarded | Popular Question |
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Oct 3 |
awarded | Nice Question |
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Oct 3 |
accepted | What tools are used to numerically solve differential equations in Quantitative Finance? |
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Sep 28 |
asked | What tools are used to numerically solve differential equations in Quantitative Finance? |
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Jul 29 |
accepted | Which approach dominates? Mathematical modeling or data mining? |
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Jul 24 |
asked | Which approach dominates? Mathematical modeling or data mining? |
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Jul 23 |
awarded | Supporter |
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Jun 21 |
awarded | Scholar |
