I have written a brief …

I have written a brief note on Pricing of Unattainable Claims . It proves (1.28) in the book in a spirit closer to the notes on linear programming. I shall follow the note when I present the proof in class tomorrow. (Added at 9.10 PM: I have just uploaded a new version of the note — in the original, stars (for discounting) seemed to have been sprinkled randomly over the manuscript!)

Published Sep. 6, 2012 10:33 AM - Last modified Apr. 16, 2013 1:21 PM