Derivative Dynamics

Zeroth Moment Time Constant
By Steven J. Grisafi, PhD.

Returning to the previous analysis of Derivatives Pricing we apply the method of moments to discard information regarding the spatial distribution focusing solely upon the time dynamics. Doing so enables us to evaluate the previously unknown separation eigenvalue that appears as the time constant for the dynamics. Please read the report here.

Leave a Reply

Your email address will not be published. Required fields are marked *