Timeline for Are there any new Option pricing models?
Current License: CC BY-SA 3.0
6 events
when toggle format | what | by | license | comment | |
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Jun 28, 2013 at 15:23 | history | edited | JohnAndrews | CC BY-SA 3.0 |
added 153 characters in body
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Jun 28, 2013 at 15:09 | comment | added | JohnAndrews | See modification | |
Jun 28, 2013 at 15:09 | history | edited | JohnAndrews | CC BY-SA 3.0 |
Explained the model in more detail and included sources/references
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Jun 28, 2013 at 4:47 | comment | added | Matt Wolf | @JohnAndrews, could you please post a paper or anything you used as reference or that you can show here as reference. It would actually lend your answer much more credibility to add references rather than saying "I know of a new model called "fractional banana split option price model", but unfortunately I cannot provide any explanation what it is nor references to someone who does know". I dont mean to be condescending so please ignore the analogy if it disturbs you. TGIF. | |
Jun 27, 2013 at 15:35 | comment | added | chrisaycock | Is there a paper or explanation you could link to? | |
Jun 27, 2013 at 15:10 | history | answered | JohnAndrews | CC BY-SA 3.0 |