Timeline for Extend basket analytic solution (equal weighted) to a various weight basket, also put formula
Current License: CC BY-SA 4.0
7 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 5, 2022 at 20:48 | history | edited | Matt | CC BY-SA 4.0 |
deleted 44 characters in body
|
| Apr 5, 2022 at 20:28 | history | edited | Matt | CC BY-SA 4.0 |
added 495 characters in body
|
| Apr 5, 2022 at 16:12 | history | edited | Matt | CC BY-SA 4.0 |
deleted 84 characters in body; edited title
|
| Apr 5, 2022 at 15:37 | comment | added | Matt | I'm honestly not great at reading math papers. I updated the question with the modifications I made that appear to work on calls. Not sure how to adapt this analytical solution to puts though, as I still can't tell which model this actually is. | |
| Apr 5, 2022 at 6:42 | comment | added | Kermittfrog | Did you check @Frido Rolloos answer to the original question as well? Krekel et al. provide approximations for baskets of unequal weights. | |
| Apr 5, 2022 at 2:08 | history | edited | Matt | CC BY-SA 4.0 |
edited tags
|
| Apr 5, 2022 at 0:28 | history | asked | Matt | CC BY-SA 4.0 |