Renter - page 14

 
Neutron:
Maybe the trick here is to represent the original equation in another domain, where it has a digestible form and is easy to solve... Well, roughly, as we do with the integral in infinite bounds from the normal distribution - it is not taken, but we go to polar coordinates and a miracle happens - it is elementary taken.

Absolutely right! That is exactly what happens.

Incidentally, the Laplace transform translates ordinary differential equations into the class of algebraic equations.

 
Come on now. Spit it out!
 
Neutron:
Come on now. Spit it out!
a little later.
 
avtomat:

"you can also just get the right formula..." --- where is it? has it already been obtained?

Oleg, why are you attacking Alexei?

It's not good. I quite understand and share his doubts ... Moreover, he is a competent and competent person and his opinion is valuable.

You can't criticise?

 

I was the first one to suggest a verbal approach to the solution to the topicstarter, but did not say anything specific - I repent, but what can I do, I do not remember the rules of finding the derivatives, and before such problems were my favorite, so I remembered one of them.

But I can throw a program, which in general would solve the problem by searching for an optimum. Is such a solution interesting?

 

The analytical solution to this problem is of interest. We have already understood that we cannot get an exact solution "outright" due to mathematical difficulties of solving the equation df/dk=0. Now we are looking for a way of its approximate solution with definition of area where it lies in the declared limits of accuracy and simultaneously avtomat a tries to get an exact solution by translating its search in the class of images of initial equations.

Numerical methods for solving the problem are known to us, they are obtained and are not of sporting interest for the brain tired of the constant analysis of market reality (let MTS do it).

 
Neutron:

What is of interest is the analytical solution to the problem at hand.

.....

Numerical methods for solving the problem are known to us, they have been obtained and are not of sporting interest to a brain tired of constant analysis of the market reality.

Unless, of course, it's for sport, yes.

I can only take my humble leave.

PS The ACS methods proposed by avtomat are also essentially numerical optimization methods, if, of course, I understand him correctly what he means.

 
Neutron:

Oleg, why are you attacking Alexei?

It's not good. I quite understand and share his doubts... Moreover, he is a competent and competent person and his opinion is valuable.

You can not criticize?

I wasn't attacking at all... Alexei, it was in the heat of the argument, so to speak... I'm sorry if there's anything wrong...
 

An optimistic deadlock is being observed, not a polemic...

so to speak.

;)

 
Mathemat:
It's OK, Oleg. I am rarely offended, and you have to try hard to offend me. In the evening I will send what I have dug up.

but would you mind posting it here?

Or have you seen the commercial value...

;)

I am, for example, surprised that no one pays attention to the scope of the "opimal" STRATEGY.

And that, in most cases, it does not exist.

HOWEVER - when the % is too high, or the period is long - there is something to look for...

:)

Good luck with your studies in finance and mathematics.