Can anyone help check this integral transformation on B-S model derivation?
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Recently I found a very concise proof on B-S, but I cannot understand some of the integral transformations especially from the line with f(x) to g(x). Can anyone help check whether the method used in those pictures correct?
Don't need to mind those Chinese characters as they won't affect understanding.
Best,
Jason
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proof-verification stochastic-processes finance stochastic-integrals
asked Nov 18 at 10:59
ZiiTeaWhy
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add a comment |
up vote
-1
down vote
favorite
Recently I found a very concise proof on B-S, but I cannot understand some of the integral transformations especially from the line with f(x) to g(x). Can anyone help check whether the method used in those pictures correct?
Don't need to mind those Chinese characters as they won't affect understanding.
Best,
Jason
Part1/2
Part2/2
proof-verification stochastic-processes finance stochastic-integrals
asked Nov 18 at 10:59
ZiiTeaWhy
12
add a comment |
up vote
-1
down vote
favorite
up vote
-1
down vote
favorite
Recently I found a very concise proof on B-S, but I cannot understand some of the integral transformations especially from the line with f(x) to g(x). Can anyone help check whether the method used in those pictures correct?
Don't need to mind those Chinese characters as they won't affect understanding.
Best,
Jason
Part1/2
Part2/2
proof-verification stochastic-processes finance stochastic-integrals
asked Nov 18 at 10:59
ZiiTeaWhy
12
Recently I found a very concise proof on B-S, but I cannot understand some of the integral transformations especially from the line with f(x) to g(x). Can anyone help check whether the method used in those pictures correct?
Don't need to mind those Chinese characters as they won't affect understanding.
Best,
Jason
Part1/2
Part2/2
proof-verification stochastic-processes finance stochastic-integrals
proof-verification stochastic-processes finance stochastic-integrals
asked Nov 18 at 10:59
ZiiTeaWhy
12
asked Nov 18 at 10:59
ZiiTeaWhy
12
edited Nov 18 at 17:18
asked Nov 18 at 10:59
ZiiTeaWhy
12
asked Nov 18 at 10:59
ZiiTeaWhy
12
asked Nov 18 at 10:59
ZiiTeaWhy
12
12
add a comment |
add a comment |
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