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Math

+ - Gosper's Algorithm meets Wall Street Formulas-> 1

Submitted by
peter.hill.1980
peter.hill.1980 writes "So, word has it that Wall Street's money making formulas need to be as explicit as possible for efficiency purposes ... an old, existing and famous formula — binomial options pricing formula — has now been scrutinized for theoretical optimality in a forthcoming paper in Algorithmic Finance by Evangelos Georgiaids of MIT using Gosper's Algorithm proving that no closed form solution is obtainable."
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Gosper's Algorithm meets Wall Street Formulas

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