Chapter 250 (1/2)
”My idea is like this, chief student.”
”Since the method you proposed to replace the first derivative extremum with the obtained value is not feasible, then change the verification scheme.”
”I think we divide linear differential equations into four forms. And then we do the operation separately. If all four forms are verified successfully, the correctness and practicability of this simple solution can be proved. ”
”What four forms?” Wang Ji revealed curiosity in his eyes.
Cheno reached out his fingers, several times one by one.
”The first is the stochastic differential equation with constant coefficient Black Scholes: D £ = £ (udt+ σ dB).”
”The second is the time-varying coefficient Black Scholes stochastic differential equation: D £ B (T) £ dt+ σ (T) £ dB.”
”The third is like the stochastic differential equation of D ξ t= (a ξ t+b ξ t α) dt+c ξ tdbt.”
”The fourth,...”
After reading Wang Ji's paper last night, although he knew that there were obvious logical errors in Wang Ji's paper, it is difficult to correctly guess the new solution. But cheno couldn't resist his curiosity, based on Wang's thesis, spent the morning of two meditation classes, and finally explored a seemingly feasible way.
The results are summarized and the final solution is obtained.
Cheno continued to explain his ideas for Wang Ji, ”for example, in the first case, its corresponding pseudo homogeneous differential equation D ξ t= σ ξ tdbt, so ξ t = CE σ BT, the constant is used to change, and then the integral is calculated by Ito formula
Because cheno does not have a specific time to calculate by formula step by step, only one idea can be provided.
I'm sorry for the correctness of this idea, and cheno can't guarantee it.
However, this is one of the most sure verification directions that cheno can think of at present.
With the little episode of mother cleaning, the two didn't stay here for long.
After Cheng Nuo told Wang Ji all his thoughts, they said goodbye here.
”Cheno, I'll go back and try that right now. If it is really feasible, this paper will be able to be rescued.” Wang Ji has already shown an impatient expression on his face. His hands are clenched, and his look is very exciting.
In my heart, I have regained my high morale.
”Cheno, thank you so much this time. I'll invite you to a big meal later. ” Wang Ji's tone is sincere.
If it wasn't for Cheng Nuo, I'm afraid that Wang could not find any mistakes in the paper for another week.
Let alone A new idea of paper!
In Wang Ji's opinion, Cheng Nuo, in order to get through his paper, was afraid that he had hardly slept all night last night.
Such a huge workload, at least seven hours to enough!
In these years, such a good student, has been very rare!
Wang Ji is full of emotion in his heart.
”No, it's all.” Cheno shrugged with a smile.
In order to alleviate Wang's guilt, Cheng Nuo added, ”besides, it didn't take much time, and I had two courses in the morning. Oh, no, it's a half class, to be exact. ”
Wang Ji: ”......”
The gap! The gap!
I wrote this paper, but it took more than five months to finish it.
But cheno has a good job. It will be finished in one and a half classes.
Although there is his own paper as a reference, Wang Ji can know that his paper, except for the first third of the content is a little valuable, the latter part, are all the wrong formulas without reference value.
No, it can't really compare
Wang Ji now finally understood why Professor Liao transferred Cheng Nuo, who was just a freshman, to their research group.
Math talent, this thing, is not linear with age!
”What's wrong with you, chief, isn't it uncomfortable?” Cheng Nuo looks at Wang Ji's face a little bit unnatural.
”It's OK.” Wang Ji has not yet slowed down from Cheng Nuo's words and said in a vague way, ”I will go back to the dormitory and go first.
”Well, goodbye to the chief.” Cheno waved with a smile.
…………
After the work, cheno was relaxed.
Anyway, he has done everything he can. And what step Wang Ji can achieve depends on himself.
”The sun in the East, the rain in the West! Brother's sweetheart Oh ~ ~ ”