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0 pointsl33t73322732y ago0 comments

Why does having variable duration mean an equation cannot model this type of option?

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The point is not whether it can be modeled (it can), but whether you can get a closed form solution for it (you can't...or we don't know how for now)

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0 pointsl33t73322732y ago0 comments

Why does having variable duration mean an equation cannot model this type of option?

The point is not whether it can be modeled (it can), but whether you can get a closed form solution for it (you can't...or we don't know how for now)

j / k navigate · click thread line to collapse