Timeline for Algorithmical replication of a profit and loss function using different options
Current License: CC BY-SA 3.0
10 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Mar 5, 2014 at 9:17 | vote | accept | wrt | ||
| Mar 4, 2014 at 10:48 | history | edited | vonjd | CC BY-SA 3.0 |
edited title
|
| Mar 2, 2014 at 16:35 | history | tweeted | twitter.com/#!/StackQuant/status/440163617754054656 | ||
| Feb 28, 2014 at 20:17 | history | edited | wrt | CC BY-SA 3.0 |
Changed to suggested title
|
| Feb 28, 2014 at 17:33 | answer | added | vonjd | timeline score: 8 | |
| Feb 28, 2014 at 9:31 | comment | added | Probilitator | could you perhaps change the title to "Algorithmical repilcation of a profit and loss function using different options" - or "Algorithm to find the porfolio composition for a given PNL function" - Your question is much more generic and useful than the title suggests :) | |
| Feb 28, 2014 at 3:55 | answer | added | sashkello | timeline score: 5 | |
| Feb 27, 2014 at 23:33 | comment | added | gt6989b | I would first consider a piecewise payoff. It sounds like you could possibly formulate this as a linear program. | |
| Feb 27, 2014 at 23:04 | review | First posts | |||
| Feb 28, 2014 at 6:20 | |||||
| Feb 27, 2014 at 22:49 | history | asked | wrt | CC BY-SA 3.0 |