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Results tagged with mathematical-finance
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user 112272
For questions about mathematical problems arising from the study of financial markets.
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Inverting the cumulative probability function to find roots of stochastic function
Given a function:
$$f[x]=a\, \Phi \left[-x+\sigma \sqrt{\tau}\right]-\left(b+c\, e^{-d \tau}\right)\Phi \left[-x\right]$$
where $\Phi$ is the cumulative density function of the standard normal dist …