Timeline for Joint distribution from expectations
Current License: CC BY-SA 3.0
9 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jul 5, 2014 at 2:19 | history | tweeted | twitter.com/#!/StackQuant/status/485246639465332737 | ||
| S Jun 30, 2014 at 18:57 | history | suggested | emcor | CC BY-SA 3.0 |
see comment
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| Jun 30, 2014 at 18:46 | answer | added | Hans | timeline score: 0 | |
| Jun 30, 2014 at 16:52 | answer | added | emcor | timeline score: 2 | |
| Jun 30, 2014 at 16:20 | review | Suggested edits | |||
| S Jun 30, 2014 at 18:57 | |||||
| Jun 30, 2014 at 16:15 | comment | added | emcor | You may note $(y-K)^+=0$ when $y\leq K$, so the second integration goes only from $K$ to $\infty$. | |
| Jun 30, 2014 at 15:34 | comment | added | SRKX | Could you clarify the application to Quant Finance? Pure math questions belong to Mathematics. | |
| Jun 30, 2014 at 15:26 | comment | added | emcor | An expression with only 1 integral would be $E(Z=X(Y-K)^+) = \int_0^\infty \left( 1 - F_Z(x) \right) \,\mathrm{d}x$ | |
| Jun 30, 2014 at 15:19 | history | asked | Math Girl | CC BY-SA 3.0 |