Timeline for Black-Scholes Equation - Riskless portfolio derivation
Current License: CC BY-SA 4.0
14 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| S May 14, 2018 at 8:24 | history | suggested | byouness | CC BY-SA 4.0 |
fixed minor LaTeX typos
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| May 12, 2018 at 22:34 | review | Suggested edits | |||
| S May 14, 2018 at 8:24 | |||||
| Aug 14, 2014 at 20:25 | comment | added | user11800 | I have noticed that the rating of this question has fluctuated up and down, but haven't been given any reason as to why this might be - if there are forum rules which I'm not abiding by, please do let me know. | |
| Aug 14, 2014 at 20:09 | comment | added | emcor | @Mark I added the Ito-proof on the self-fin. condition | |
| Aug 14, 2014 at 20:08 | answer | added | emcor | timeline score: 0 | |
| Aug 14, 2014 at 11:59 | history | edited | user11800 | CC BY-SA 3.0 |
added 108 characters in body
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| Aug 14, 2014 at 11:48 | history | edited | user11800 | CC BY-SA 3.0 |
added 2471 characters in body
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| Aug 14, 2014 at 10:14 | comment | added | athos | it's the same... | |
| Aug 14, 2014 at 10:12 | comment | added | user11800 | I believe the question in the link actually refers to the case where the claim is replicated through a portfolio of bond and stock - my question is regarding the hedging portfolio of claim and stock. | |
| Aug 14, 2014 at 9:52 | comment | added | athos | quant.stackexchange.com/questions/12788/… | |
| Aug 13, 2014 at 19:46 | answer | added | emcor | timeline score: 3 | |
| Aug 13, 2014 at 19:34 | history | tweeted | twitter.com/#!/StackQuant/status/499640232850247682 | ||
| Aug 13, 2014 at 17:14 | review | First posts | |||
| Aug 13, 2014 at 18:17 | |||||
| Aug 13, 2014 at 17:07 | history | asked | user11800 | CC BY-SA 3.0 |