Hi

I use dsolve( sys ode, ics)  and  dsolve( sys, ics, numeric) but both does not gives any solution of the system proposed. 
May be I must fix some parameter or something else.

problemdisplaysolution.mw

many thinks

Hi

I would like to solve the non-linear system to obtain rho1 and rho2 .

But when i use solve i get the following error
Error, (in solve) cannot solve for an unknown function with other operations in its arguments

system.mw

many thanks

Hi all

We denote the collecction of sets determined by the first k coin tosses

Suppose the imitial stock price is ,with up and down facter being and .

Up : S1(H)=u S0 and S1(T)=d S0

S_{N+1}= alpha S_N

where alpha =u or d

Let the probability of each and be and and   the sigma-lgebra generated by the coin tosses up to (and inchudling) time t:

After three coin tosses.

Can we propose a code computing the element of the filtration F1 and F3 and sigma(S3) (the sigma algebra generated by S3).

For example by hand we have F1={ emptyset, Omega, AH, AT}

Where AH={ w: w1=H}

AT={w: w1=T}

Can we compute

restart;
with(Finance);
S := [7.9, 7.5, 7.1, 6.5, 5., 3.7, 3.3, 2.95, 2.8];
         [7.9, 7.5, 7.1, 6.5, 5., 3.7, 3.3, 2.95, 2.8]
T := BinomialTree(3, S, .3);
TreePlot(T, thickness = 2, axes = BOXED, gridlines = true);

many thanks

Dear all

A question seem difficult to get an answer by hand, we need a few lines code to get the right answer.

If one roll a die  N times, we get a sequence of N numbers, the number of dots on top on the first roll, the number on the second roll, and soon.

How many times ( N) do we have to roll the die to have probability at least one half that all six numbers appear in our sequence

Many thinks

Dear all;

Let

b[n]+b[n-1]+b[n-2]=0, for all n greater or equal 3

b[1]=-1;

b[2]=0

b[0]=1

How can we deduce the value of this sequence b[n] for all n

thanks