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MathGroup Archive 1998

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Help ?

  • To: mathgroup at smc.vnet.net
  • Subject: [mg15099] Help ?
  • From: "Yves Gauvreau" <gauy at videotron.ca>
  • Date: Sat, 12 Dec 1998 03:59:02 -0500
  • Sender: owner-wri-mathgroup at wolfram.com

Hi,

I have this equation I found in a paper. I used copy as Notebook
expression and made test to see how it pasted back in Mathematica so it
should give you the same result.

Notebook[{
Cell[TextData[{
  "dC(t,S) = (",
  Cell[BoxData[
      \(TraditionalForm
      \`\(\[PartialD]C\/\[PartialD]t +
              \(\(s\^2\) \[Sigma]\^2\)\/2\ \[PartialD]\^2
C\/\[PartialD]S\^2)
            \)\ dt\  + \(\[PartialD]C\/\[PartialD]S\) dS + o(dt)\)]] }],
"Input"]
},
FrontEndVersion->"Microsoft Windows 3.0", ScreenRectangle->{{0, 1024},
{0, 712}}, WindowSize->{866, 616},
WindowMargins->{{2, Automatic}, {Automatic, 2}} ]

How do we translate this form of equation to a Mathematica equation ?

Any suggestion on how to solve it ?

I don't know if this help but this equation is describing the derivative
price movement.

So I presume C => Call, S => Stock, Sigma => Volatility etc.

If you need more information I'd be please to answer as best I can.

Thanks,

Yves Gauvreau




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