Timeline for First passage probability formula
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
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| Apr 24, 2017 at 10:11 | comment | added | LocalVolatility | @Quantuple - thanks for pointing this out! | |
| Apr 24, 2017 at 10:10 | history | edited | LocalVolatility | CC BY-SA 3.0 |
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| Apr 24, 2017 at 10:07 | comment | added | Quantuple | +1, very nice explanation (I suspect there might be a slight notational problem with $\Bbb{P}^*$ and $\hat{\Bbb{P}}$ when you write abstract Bayes though - same when you give the distribution of the first passage time under $\hat{\Bbb{P}}$) | |
| Apr 24, 2017 at 8:02 | history | edited | LocalVolatility | CC BY-SA 3.0 |
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| Apr 23, 2017 at 19:15 | history | edited | LocalVolatility | CC BY-SA 3.0 |
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| Apr 23, 2017 at 18:52 | history | answered | LocalVolatility | CC BY-SA 3.0 |