Timeline for Change of numeraire in options with currency exchange features
Current License: CC BY-SA 4.0
11 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jul 2, 2018 at 14:30 | history | edited | Toby1729 | CC BY-SA 4.0 |
[Edit removed during grace period]
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| Jun 20, 2018 at 5:38 | history | tweeted | twitter.com/StackQuant/status/1009309549352845312 | ||
| S Jun 19, 2018 at 14:42 | history | suggested | byouness | CC BY-SA 4.0 |
Tags, correction of an error (change of measure conditional on t) and formatting
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| Jun 19, 2018 at 10:39 | vote | accept | Toby1729 | ||
| Jun 19, 2018 at 9:59 | comment | added | byouness | Ok, thanks. I answered your question below. Please let me know if anything remains unclear for you. | |
| Jun 19, 2018 at 9:58 | comment | added | Toby1729 | @byouness: Yes to all. | |
| Jun 19, 2018 at 9:42 | answer | added | byouness | timeline score: 2 | |
| Jun 19, 2018 at 9:06 | comment | added | byouness | Could you confirm the following? (1) $S_T$ and $K$ are expressed in EUR (2) Interest rates are deterministic (3) $D^{COP}$ is the discount factor for the COP currency | |
| Jun 19, 2018 at 9:01 | review | Suggested edits | |||
| S Jun 19, 2018 at 14:42 | |||||
| Jun 19, 2018 at 8:02 | review | First posts | |||
| Jun 19, 2018 at 8:17 | |||||
| Jun 19, 2018 at 8:00 | history | asked | Toby1729 | CC BY-SA 4.0 |