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